Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518841.1557 | 365223.0696 | 153618.0861 | 1572219.2747 | 715327.7143 | 856891.5604 |
Total P&L (%) | 518.8412 | 365.2231 | 153.6181 | 1572.2193 | 715.3277 | 856.8916 |
Avg Daily Profit (%) | 0.4253 | 0.2994 | 0.1259 | 0.2311 | 0.1722 | 0.1853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147545 | -98084 | -121851 | -1593712 | -1298416 | -700204 |
Profit Factor | 1.5253 | 1.723 | 1.3183 | 1.1524 | 1.1291 | 1.1793 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 151 | 68 | 83 | 151 | 68 | 83 |
Losing Trades | 127 | 71 | 56 | 127 | 71 | 56 |
Profitability (%) | 54.3165 | 48.9209 | 59.7122 | 54.3165 | 48.9209 | 59.7122 |
Ratio Avg Win / Avg Loss | 1.2828 | 1.799 | 0.8895 | 0.9692 | 1.1789 | 0.7957 |
Largest Winning Trade | 118184 | 118184 | 27233 | 392748 | 392748 | 341769 |
Largest Losing Trade | -52203 | -25915 | -52203 | -439995 | -439995 | -418115 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4671 | 2330 | 2341 | 4671 | 2330 | 2341 |
Profit Streak | 8.8573 | 8.8573 | 13.1073 | 8.8573 | 8.8573 | 13.1073 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533988 | 434782 | -24430 | -42872 | -70346 | -15073 |
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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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