Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625367.4698 | 407558.5246 | 217808.9452 | 1325934.2846 | 609681.7737 | 716252.5109 |
Total P&L (%) | 625.3675 | 407.5585 | 217.8089 | 1325.9343 | 609.6818 | 716.2525 |
Avg Daily Profit (%) | 0.3274 | 0.2134 | 0.114 | 0.1392 | 0.1027 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91794 | -59285 | -136610 | -1027626 | -882837 | -986852 |
Profit Factor | 1.6134 | 1.8567 | 1.4005 | 1.1784 | 1.184 | 1.174 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 126 | 58 | 68 | 126 | 58 | 68 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 56.5022 | 52.2523 | 60.7143 | 56.5022 | 52.2523 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.2421 | 1.6967 | 0.9062 | 0.9072 | 1.0819 | 0.7596 |
Largest Winning Trade | 180297 | 180297 | 64661 | 500767 | 500767 | 282418 |
Largest Losing Trade | -48994 | -34767 | -48994 | -578779 | -404101 | -578779 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3563 | 1774 | 1789 | 3563 | 1774 | 1789 |
Profit Streak | 10.7329 | 0 | 50.7329 | 10.7329 | 0 | 50.7329 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504160 | 416522 | -38901 | -29724 | -73379 | -73710 |
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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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