Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474343.0267 | 346129.4946 | 128213.5322 | 1515216.3064 | 720041.5811 | 795174.7252 |
Total P&L (%) | 474.343 | 346.1295 | 128.2135 | 1515.2163 | 720.0416 | 795.1747 |
Avg Daily Profit (%) | 0.2156 | 0.1573 | 0.0583 | 0.1265 | 0.0957 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111831 | -65908 | -136843 | -493869 | -330839 | -163030 |
Profit Factor | 1.7859 | 2.1991 | 1.4072 | 1.9981 | 1.8339 | 2.2146 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 52.193 | 54.386 | 50 | 52.193 | 54.386 | 50 |
Ratio Avg Win / Avg Loss | 1.6358 | 1.8444 | 1.4072 | 1.8301 | 1.5381 | 2.2146 |
Largest Winning Trade | 135783 | 135783 | 53089 | 543567 | 399159 | 543567 |
Largest Losing Trade | -29570 | -24071 | -29570 | -249976 | -249976 | -84466 |
Avg Bars in Trades | 55 | 50 | 61 | 55 | 50 | 61 |
Avg Bars in Winners | 79 | 67 | 93 | 79 | 67 | 93 |
Avg Bars in Losers | 29 | 30 | 29 | 29 | 30 | 29 |
Bars Traded | 12750 | 5732 | 7018 | 12750 | 5732 | 7018 |
Profit Streak | 83.2318 | 110.3985 | 0 | 83.2318 | 110.3985 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474364 | 443538 | -114625 | -17867 | -60462 | -55541 |
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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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