Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476951.2433 | 296912.2178 | 180039.0255 | 1487139.9858 | 820437.4825 | 666702.5033 |
Total P&L (%) | 476.9512 | 296.9122 | 180.039 | 1487.14 | 820.4375 | 666.7025 |
Avg Daily Profit (%) | 0.2684 | 0.1671 | 0.1013 | 0.1557 | 0.125 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147527 | -61708 | -128653 | -2627255 | -921985 | -2507863 |
Profit Factor | 1.7355 | 2.0864 | 1.4799 | 1.1538 | 1.2073 | 1.1168 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 59.3103 | 58.9041 | 59.7222 | 59.3103 | 58.9041 | 59.7222 |
Ratio Avg Win / Avg Loss | 1.1906 | 1.4556 | 0.9981 | 0.7916 | 0.8423 | 0.7532 |
Largest Winning Trade | 80702 | 80702 | 46897 | 459657 | 409557 | 459657 |
Largest Losing Trade | -47872 | -34644 | -47872 | -1168934 | -644762 | -1168934 |
Avg Bars in Trades | 34 | 24 | 46 | 34 | 24 | 46 |
Avg Bars in Winners | 30 | 19 | 41 | 30 | 19 | 41 |
Avg Bars in Losers | 41 | 31 | 52 | 41 | 31 | 52 |
Bars Traded | 5074 | 1757 | 3317 | 5074 | 1757 | 3317 |
Profit Streak | 0 | 0 | 22.128 | 0 | 0 | 22.128 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431100 | -60052 | -135077 | -43756 | -98134 | -210108 |
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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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