Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610826.4766 | 430306.2913 | 180520.1852 | 913691.2764 | 110598.4855 | 803092.7909 |
Total P&L (%) | 610.8265 | 430.3063 | 180.5202 | 913.6913 | 110.5985 | 803.0928 |
Avg Daily Profit (%) | 0.412 | 0.2902 | 0.1217 | 0.1563 | 0.0502 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117080 | -107417 | -63579 | -4050157 | -2874132 | -2165244 |
Profit Factor | 1.8943 | 2.1638 | 1.5762 | 1.0794 | 1.0174 | 1.1559 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 51.6556 | 44.7368 | 58.6667 | 51.6556 | 44.7368 | 58.6667 |
Ratio Avg Win / Avg Loss | 1.7729 | 2.673 | 1.1105 | 1.0102 | 1.2568 | 0.8144 |
Largest Winning Trade | 262376 | 262376 | 65496 | 2008339 | 2008339 | 1221865 |
Largest Losing Trade | -42064 | -27755 | -42064 | -862709 | -862709 | -781585 |
Avg Bars in Trades | 37 | 29 | 46 | 37 | 29 | 46 |
Avg Bars in Winners | 48 | 35 | 59 | 48 | 35 | 59 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 5714 | 2223 | 3491 | 5714 | 2223 | 3491 |
Profit Streak | 0 | 0 | 24.062 | 0 | 0 | 24.062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520255 | -38718 | -83717 | -124513 | -378432 | -100039 |
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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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