Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702508.5861 | 511270.0589 | 191238.5272 | 1327140.7533 | 598703.373 | 728437.3803 |
Total P&L (%) | 702.5086 | 511.2701 | 191.2385 | 1327.1408 | 598.7034 | 728.4374 |
Avg Daily Profit (%) | 0.4032 | 0.2934 | 0.1098 | 0.1527 | 0.1116 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102665 | -102572 | -56378 | -754995 | -553615 | -417331 |
Profit Factor | 1.852 | 2.1523 | 1.5021 | 1.2847 | 1.2432 | 1.3311 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 151 | 82 | 69 | 151 | 82 | 69 |
Profitability (%) | 31.0502 | 25.4545 | 36.6972 | 31.0502 | 25.4545 | 36.6972 |
Ratio Avg Win / Avg Loss | 4.1125 | 6.3032 | 2.5912 | 2.8528 | 3.6408 | 2.2962 |
Largest Winning Trade | 341602 | 341602 | 52707 | 581779 | 581779 | 351330 |
Largest Losing Trade | -30789 | -15725 | -30789 | -200970 | -200970 | -176704 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3433 | 1466 | 1967 | 3433 | 1466 | 1967 |
Profit Streak | 33.1594 | 33.1594 | 34.1594 | 33.1594 | 33.1594 | 34.1594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300190 | -14323 | -48660 | 136240 | -69957 | -33735 |
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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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