Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340858.1497 | 227832.8836 | 113025.2661 | 1360388.1776 | 1203965.6622 | 156422.5154 |
Total P&L (%) | 340.8582 | 227.8329 | 113.0253 | 1360.3882 | 1203.9657 | 156.4225 |
Avg Daily Profit (%) | 0.6545 | 0.4374 | 0.217 | 0.5161 | 0.4943 | 0.181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27700 | -30912 | -26512 | -385127 | -232821 | -358001 |
Profit Factor | 2.2298 | 2.7421 | 1.7721 | 1.6446 | 2.218 | 1.1394 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 45.6 | 46.0317 | 45.1613 | 45.6 | 46.0317 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.6601 | 3.2148 | 2.1518 | 1.962 | 2.6004 | 1.3836 |
Largest Winning Trade | 52353 | 52353 | 30506 | 424283 | 424283 | 275851 |
Largest Losing Trade | -14311 | -14311 | -13431 | -148216 | -107500 | -148216 |
Avg Bars in Trades | 196 | 186 | 206 | 196 | 186 | 206 |
Avg Bars in Winners | 322 | 298 | 347 | 322 | 298 | 347 |
Avg Bars in Losers | 90 | 90 | 91 | 90 | 90 | 91 |
Bars Traded | 24549 | 11723 | 12826 | 24549 | 11723 | 12826 |
Profit Streak | 9.6075 | 11.7117 | 0 | 9.6075 | 11.7117 | 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 | 520765 | -133281 | -145504 | 452555 | -133390 | -216327 |
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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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