Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519947.7661 | 335634.9524 | 184312.8137 | 1020213.7417 | 66187.9311 | 954025.8106 |
Total P&L (%) | 519.9478 | 335.635 | 184.3128 | 1020.2137 | 66.1879 | 954.0258 |
Avg Daily Profit (%) | 0.3235 | 0.2088 | 0.1147 | 0.1504 | 0.0316 | 0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181516 | -180368 | -72199 | -1456552 | -1108044 | -482224 |
Profit Factor | 1.8712 | 1.8764 | 1.8617 | 1.2254 | 1.022 | 1.6301 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 52.0408 | 48.9796 | 55.102 | 52.0408 | 48.9796 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7244 | 1.9546 | 1.5169 | 1.1292 | 1.0645 | 1.3283 |
Largest Winning Trade | 130306 | 130306 | 25905 | 560900 | 560900 | 410558 |
Largest Losing Trade | -57161 | -57161 | -42594 | -750969 | -750969 | -482224 |
Avg Bars in Trades | 45 | 63 | 28 | 45 | 63 | 28 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 54 | 88 | 16 | 54 | 88 | 16 |
Bars Traded | 4493 | 3118 | 1375 | 4493 | 3118 | 1375 |
Profit Streak | 61.7508 | 67.0841 | 61.7508 | 61.7508 | 67.0841 | 61.7508 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526235 | 429407 | -34369 | 331728 | -346612 | 255992 |
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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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