Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786436.7162 | 644504.3183 | 141932.3979 | 838300.4843 | 412116.0696 | 426184.4147 |
Total P&L (%) | 786.4367 | 644.5043 | 141.9324 | 838.3005 | 412.1161 | 426.1844 |
Avg Daily Profit (%) | 0.4932 | 0.4042 | 0.089 | 0.1405 | 0.1025 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93506 | -95214 | -93052 | -825167 | -829598 | -969934 |
Profit Factor | 1.8947 | 2.3585 | 1.3508 | 1.1281 | 1.1187 | 1.1387 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 70 | 27 | 43 | 70 | 27 | 43 |
Losing Trades | 155 | 86 | 69 | 155 | 86 | 69 |
Profitability (%) | 31.1111 | 23.8938 | 38.3929 | 31.1111 | 23.8938 | 38.3929 |
Ratio Avg Win / Avg Loss | 4.1954 | 7.5122 | 2.1676 | 2.4978 | 3.5631 | 1.8272 |
Largest Winning Trade | 441135 | 441135 | 56757 | 1025249 | 1025249 | 384151 |
Largest Losing Trade | -23927 | -15057 | -23927 | -228475 | -163315 | -228475 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 3141 | 1411 | 1730 | 3141 | 1411 | 1730 |
Profit Streak | 20.5141 | 22.0141 | 0 | 20.5141 | 22.0141 | 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 | 316951 | -19841 | -77107 | -88932 | -179159 | -125254 |
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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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