Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908344.8737 | 848588.2456 | 59756.6281 | 143847.5709 | 16384.0925 | 127463.4784 |
Total P&L (%) | 908.3449 | 848.5882 | 59.7566 | 143.8476 | 16.3841 | 127.4635 |
Avg Daily Profit (%) | 0.3912 | 0.3655 | 0.0257 | 0.0384 | 0.0065 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260666 | -117152 | -312011 | -536177 | -485470 | -137373 |
Profit Factor | 1.5428 | 2.0207 | 1.071 | 1.0706 | 1.0144 | 1.1411 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 213 | 110 | 103 | 213 | 110 | 103 |
Profitability (%) | 35.4545 | 33.3333 | 37.5758 | 35.4545 | 33.3333 | 37.5758 |
Ratio Avg Win / Avg Loss | 2.8087 | 4.0415 | 1.7792 | 1.949 | 2.0289 | 1.8957 |
Largest Winning Trade | 504408 | 504408 | 56207 | 406681 | 406681 | 125825 |
Largest Losing Trade | -30887 | -21808 | -30887 | -106038 | -106038 | -79424 |
Avg Bars in Trades | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 6921 | 3117 | 3804 | 6921 | 3117 | 3804 |
Profit Streak | 19.2079 | 19.2079 | 20.8746 | 19.2079 | 19.2079 | 20.8746 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351478 | 286437 | -304213 | -285976 | -402266 | -213467 |
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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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