Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468080.4356 | 385791.8414 | 82288.5942 | 650375.6931 | 24003.0754 | 626372.6177 |
Total P&L (%) | 468.0804 | 385.7918 | 82.2886 | 650.3757 | 24.0031 | 626.3726 |
Avg Daily Profit (%) | 0.2368 | 0.1952 | 0.0416 | 0.102 | 0.0109 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107616 | -87509 | -145246 | -991533 | -889961 | -551370 |
Profit Factor | 1.6945 | 2.3453 | 1.2125 | 1.2512 | 1.0192 | 1.4684 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 51.5924 | 48.1013 | 55.1282 | 51.5924 | 48.1013 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.5899 | 2.5304 | 0.9869 | 1.174 | 1.0996 | 1.1952 |
Largest Winning Trade | 113191 | 113191 | 74473 | 543058 | 356614 | 543058 |
Largest Losing Trade | -47572 | -19209 | -47572 | -481416 | -159616 | -481416 |
Avg Bars in Trades | 49 | 43 | 54 | 49 | 43 | 54 |
Avg Bars in Winners | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Losers | 31 | 25 | 38 | 31 | 25 | 38 |
Bars Traded | 7709 | 3433 | 4276 | 7709 | 3433 | 4276 |
Profit Streak | 533.0705 | 533.0705 | 534.5705 | 533.0705 | 533.0705 | 534.5705 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472852 | -15066 | -172629 | -54605 | -409058 | -90671 |
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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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