Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571662.2525 | 298090.7311 | 273571.5214 | 1519830.3686 | 341439.5651 | 1178390.8035 |
Total P&L (%) | 571.6623 | 298.0907 | 273.5715 | 1519.8304 | 341.4396 | 1178.3908 |
Avg Daily Profit (%) | 0.3 | 0.1565 | 0.1436 | 0.1463 | 0.078 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67197 | -78063 | -77614 | -792553 | -485981 | -386346 |
Profit Factor | 1.5973 | 1.5904 | 1.6051 | 1.2642 | 1.1079 | 1.4554 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 39.6476 | 34.5133 | 44.7368 | 39.6476 | 34.5133 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.4315 | 3.0177 | 1.9828 | 1.9244 | 2.1021 | 1.7979 |
Largest Winning Trade | 135803 | 135803 | 50879 | 434675 | 434675 | 273434 |
Largest Losing Trade | -35755 | -29852 | -35755 | -199078 | -183146 | -199078 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 7487 | 3985 | 3502 | 7487 | 3985 | 3502 |
Profit Streak | 17.6273 | 0 | 19.6273 | 17.6273 | 0 | 19.6273 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346817 | 141920 | -58 | 48658 | -195865 | -13539 |
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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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