Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875240.0314 | 731782.6863 | 143457.3451 | 1180870.8392 | 657306.3846 | 523564.4545 |
Total P&L (%) | 875.24 | 731.7827 | 143.4573 | 1180.8708 | 657.3064 | 523.5645 |
Avg Daily Profit (%) | 0.5463 | 0.4567 | 0.0895 | 0.1593 | 0.1264 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131996 | -105360 | -73256 | -1167820 | -1388597 | -560352 |
Profit Factor | 2.3248 | 2.9084 | 1.5175 | 1.2396 | 1.238 | 1.2416 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 49.6689 | 44.7368 | 54.6667 | 49.6689 | 44.7368 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.3558 | 3.5927 | 1.2584 | 1.2561 | 1.5293 | 1.0296 |
Largest Winning Trade | 517105 | 517105 | 57359 | 835046 | 835046 | 428604 |
Largest Losing Trade | -58016 | -29884 | -58016 | -511975 | -299208 | -511975 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 47 | 42 | 51 | 47 | 42 | 51 |
Avg Bars in Losers | 32 | 38 | 25 | 32 | 38 | 25 |
Bars Traded | 6065 | 3074 | 2991 | 6065 | 3074 | 2991 |
Profit Streak | 0 | 0 | 20.2608 | 0 | 0 | 20.2608 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579123 | -35719 | -127534 | 290410 | -74491 | -95787 |
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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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