Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712059.7577 | 469851.3245 | 242208.4332 | 3090834.2664 | 752668.085 | 2338166.1814 |
Total P&L (%) | 712.0598 | 469.8513 | 242.2084 | 3090.8343 | 752.6681 | 2338.1662 |
Avg Daily Profit (%) | 0.4057 | 0.2677 | 0.138 | 0.1975 | 0.1222 | 0.1821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106580 | -142774 | -35876 | -1047876 | -1254984 | -852808 |
Profit Factor | 1.9916 | 2.1299 | 1.8015 | 1.4486 | 1.1911 | 1.7919 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 45.1613 | 41.0256 | 49.3506 | 45.1613 | 41.0256 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.4184 | 3.0617 | 1.8489 | 1.759 | 1.7122 | 1.8391 |
Largest Winning Trade | 225053 | 225053 | 48453 | 1157038 | 1157038 | 689601 |
Largest Losing Trade | -32278 | -32278 | -23865 | -767822 | -519402 | -767822 |
Avg Bars in Trades | 132 | 103 | 161 | 132 | 103 | 161 |
Avg Bars in Winners | 184 | 138 | 222 | 184 | 138 | 222 |
Avg Bars in Losers | 89 | 78 | 102 | 89 | 78 | 102 |
Bars Traded | 20509 | 8047 | 12462 | 20509 | 8047 | 12462 |
Profit Streak | 0 | 0 | 27.8225 | 0 | 0 | 27.8225 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450368 | -25697 | -47071 | 325781 | -76620 | -30386 |
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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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