Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355327.8483 | 218729.9737 | 136597.8746 | 1104842.3439 | 817143.1482 | 287699.1957 |
Total P&L (%) | 355.3278 | 218.73 | 136.5979 | 1104.8423 | 817.1431 | 287.6992 |
Avg Daily Profit (%) | 0.3411 | 0.21 | 0.1311 | 0.2392 | 0.213 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42226 | -51355 | -44721 | -607767 | -266744 | -529654 |
Profit Factor | 1.9435 | 2.1276 | 1.7479 | 1.6221 | 1.9496 | 1.3142 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 41.6107 | 41.8919 | 41.3333 | 41.6107 | 41.8919 | 41.3333 |
Ratio Avg Win / Avg Loss | 2.7272 | 2.9512 | 2.481 | 2.2762 | 2.7044 | 1.8654 |
Largest Winning Trade | 78689 | 78689 | 48087 | 462581 | 462581 | 274170 |
Largest Losing Trade | -14413 | -12844 | -14413 | -162757 | -154359 | -162757 |
Avg Bars in Trades | 164 | 154 | 174 | 164 | 154 | 174 |
Avg Bars in Winners | 281 | 255 | 307 | 281 | 255 | 307 |
Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
Bars Traded | 24541 | 11455 | 13086 | 24541 | 11455 | 13086 |
Profit Streak | 0 | 32.1375 | 0 | 0 | 32.1375 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347405 | -55317 | -74967 | 308724 | -55219 | -78284 |
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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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