Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470234.4855 | 233282.7414 | 236951.7442 | 2097826.9088 | 1480368.2151 | 617458.6937 |
Total P&L (%) | 470.2345 | 233.2827 | 236.9517 | 2097.8269 | 1480.3682 | 617.4587 |
Avg Daily Profit (%) | 0.2798 | 0.1388 | 0.141 | 0.184 | 0.1644 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63537 | -87740 | -44020 | -930128 | -245408 | -922366 |
Profit Factor | 1.8598 | 1.7941 | 1.936 | 1.7575 | 2.2215 | 1.3965 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 35.6725 | 30.2326 | 41.1765 | 35.6725 | 30.2326 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.3537 | 4.1402 | 2.7657 | 3.1693 | 5.1264 | 1.9949 |
Largest Winning Trade | 106464 | 106464 | 52220 | 598937 | 598937 | 479124 |
Largest Losing Trade | -16191 | -16191 | -11126 | -229427 | -126305 | -229427 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 4733 | 2127 | 2606 | 4733 | 2127 | 2606 |
Profit Streak | 32.7817 | 32.7817 | 34.4484 | 32.7817 | 32.7817 | 34.4484 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303491 | -11525 | -4364 | 281920 | 171646 | -37400 |
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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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