Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488019.0889 | 364213.5333 | 123805.5556 | 767314.3753 | 74273.5197 | 693040.8556 |
Total P&L (%) | 488.0191 | 364.2135 | 123.8056 | 767.3144 | 74.2735 | 693.0409 |
Avg Daily Profit (%) | 0.4685 | 0.3496 | 0.1189 | 0.2076 | 0.0533 | 0.199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80822 | -84609 | -54060 | -1112248 | -983973 | -318842 |
Profit Factor | 1.8555 | 2.2593 | 1.4403 | 1.2094 | 1.0393 | 1.3908 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 33.3333 | 29.4872 | 37.1795 | 33.3333 | 29.4872 | 37.1795 |
Ratio Avg Win / Avg Loss | 3.7111 | 5.4027 | 2.4335 | 2.4187 | 2.4852 | 2.35 |
Largest Winning Trade | 281586 | 281586 | 35707 | 392349 | 392349 | 342701 |
Largest Losing Trade | -18344 | -16162 | -18344 | -204754 | -172375 | -204754 |
Avg Bars in Trades | 158 | 147 | 170 | 158 | 147 | 170 |
Avg Bars in Winners | 302 | 264 | 332 | 302 | 264 | 332 |
Avg Bars in Losers | 87 | 98 | 74 | 87 | 98 | 74 |
Bars Traded | 24774 | 11499 | 13274 | 24774 | 11499 | 13274 |
Profit Streak | 14.2279 | 0 | 15.4779 | 14.2279 | 0 | 15.4779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301225 | -31295 | -71145 | 132254 | -342413 | -29082 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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