Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492487.6267 | 292717.2284 | 199770.3983 | 1657560.3959 | 1191307.3659 | 466253.0301 |
Total P&L (%) | 492.4876 | 292.7172 | 199.7704 | 1657.5604 | 1191.3074 | 466.253 |
Avg Daily Profit (%) | 0.2925 | 0.1739 | 0.1187 | 0.1704 | 0.1521 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74989 | -78283 | -45616 | -1167983 | -572275 | -938127 |
Profit Factor | 1.7774 | 1.9131 | 1.6384 | 1.3442 | 1.4907 | 1.1952 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 44.7552 | 43.0556 | 46.4789 | 44.7552 | 43.0556 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.1939 | 2.5302 | 1.8866 | 1.6592 | 1.9716 | 1.3763 |
Largest Winning Trade | 113436 | 113436 | 55344 | 590953 | 590953 | 478250 |
Largest Losing Trade | -28056 | -24851 | -28056 | -391939 | -284842 | -391939 |
Avg Bars in Trades | 139 | 143 | 135 | 139 | 143 | 135 |
Avg Bars in Winners | 211 | 210 | 213 | 211 | 210 | 213 |
Avg Bars in Losers | 81 | 93 | 68 | 81 | 93 | 68 |
Bars Traded | 19979 | 10358 | 9621 | 19979 | 10358 | 9621 |
Profit Streak | 41.8188 | 41.8188 | 51.0688 | 41.8188 | 41.8188 | 51.0688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399909 | -70578 | -119256 | 308725 | -71619 | -148983 |
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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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