Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606635.7591 | 467086.6277 | 139549.1314 | 241719.0725 | 682593.2453 | -440874.1728 |
Total P&L (%) | 606.6358 | 467.0866 | 139.5491 | 241.7191 | 682.5932 | -440.8742 |
Avg Daily Profit (%) | 0.4075 | 0.3138 | 0.0937 | 0.0826 | 0.1383 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163061 | -119233 | -74018 | -1458404 | -651539 | -908745 |
Profit Factor | 1.7262 | 1.926 | 1.4217 | 1.0699 | 1.3777 | 0.7327 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 49.0566 | 43.038 | 55 | 49.0566 | 43.038 | 55 |
Ratio Avg Win / Avg Loss | 1.7926 | 2.5491 | 1.1632 | 1.1111 | 1.8234 | 0.5995 |
Largest Winning Trade | 300248 | 300248 | 62432 | 968124 | 968124 | 109650 |
Largest Losing Trade | -50761 | -36533 | -50761 | -718977 | -325417 | -718977 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 4274 | 2190 | 2084 | 4274 | 2190 | 2084 |
Profit Streak | 5.1011 | 15.4344 | 5.1011 | 5.1011 | 15.4344 | 5.1011 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540375 | -16554 | -84807 | -224386 | -35122 | -598595 |
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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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