Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469155.2951 | 277150.1324 | 192005.1627 | 1220339.8886 | 763688.6299 | 456651.2587 |
Total P&L (%) | 469.1553 | 277.1501 | 192.0052 | 1220.3399 | 763.6886 | 456.6513 |
Avg Daily Profit (%) | 0.2782 | 0.1643 | 0.1138 | 0.1531 | 0.1279 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64756 | -88022 | -49259 | -1195356 | -558348 | -897459 |
Profit Factor | 1.9221 | 1.9255 | 1.9173 | 1.3393 | 1.4146 | 1.2603 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 37.7953 | 31.25 | 44.4444 | 37.7953 | 31.25 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.1635 | 4.2362 | 2.3966 | 2.2043 | 3.1121 | 1.5753 |
Largest Winning Trade | 148066 | 148066 | 55597 | 806133 | 806133 | 349597 |
Largest Losing Trade | -19258 | -19258 | -14955 | -413365 | -413365 | -294911 |
Avg Bars in Trades | 156 | 134 | 179 | 156 | 134 | 179 |
Avg Bars in Winners | 289 | 274 | 300 | 289 | 274 | 300 |
Avg Bars in Losers | 76 | 70 | 83 | 76 | 70 | 83 |
Bars Traded | 19923 | 8584 | 11339 | 19923 | 8584 | 11339 |
Profit Streak | 38.8066 | 38.8066 | 55.3899 | 38.8066 | 38.8066 | 55.3899 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306648 | -135230 | -185504 | 203434 | -166133 | -204194 |
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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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