Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470773.6965 | 419821.8617 | 50951.8348 | 256069.2233 | 246930.1962 | 9139.0271 |
Total P&L (%) | 470.7737 | 419.8219 | 50.9518 | 256.0692 | 246.9302 | 9.139 |
Avg Daily Profit (%) | 0.2636 | 0.235 | 0.0285 | 0.0711 | 0.0697 | 0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110117 | -79045 | -84731 | -362003 | -294184 | -252728 |
Profit Factor | 1.5895 | 2.0887 | 1.1234 | 1.1132 | 1.2191 | 1.0081 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 38.1579 | 38.1579 | 38.1579 | 38.1579 | 38.1579 | 38.1579 |
Ratio Avg Win / Avg Loss | 2.576 | 3.3852 | 1.8206 | 1.8041 | 1.9758 | 1.6337 |
Largest Winning Trade | 203915 | 203915 | 78814 | 222176 | 181019 | 222176 |
Largest Losing Trade | -54821 | -20293 | -54821 | -124666 | -73856 | -124666 |
Avg Bars in Trades | 139 | 123 | 155 | 139 | 123 | 155 |
Avg Bars in Winners | 255 | 232 | 277 | 255 | 232 | 277 |
Avg Bars in Losers | 68 | 56 | 80 | 68 | 56 | 80 |
Bars Traded | 21248 | 9393 | 11855 | 21248 | 9393 | 11855 |
Profit Streak | 8.0332 | 18.1999 | 8.0332 | 8.0332 | 18.1999 | 8.0332 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304229 | -41607 | -293160 | -195557 | -152714 | -616006 |
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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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