Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565716.7314 | 408717.5087 | 156999.2227 | 1024409.7939 | 635823.902 | 388585.892 |
Total P&L (%) | 565.7167 | 408.7175 | 156.9992 | 1024.4098 | 635.8239 | 388.5859 |
Avg Daily Profit (%) | 0.294 | 0.2124 | 0.0816 | 0.1259 | 0.1038 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83421 | -77057 | -72667 | -1444878 | -1362430 | -506601 |
Profit Factor | 1.8683 | 2.2415 | 1.4872 | 1.1879 | 1.2098 | 1.1605 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 40.8163 | 37.8378 | 43.8356 | 40.8163 | 37.8378 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.7091 | 3.6824 | 1.9054 | 1.7224 | 1.9875 | 1.4869 |
Largest Winning Trade | 212670 | 212670 | 67376 | 1305045 | 1305045 | 354804 |
Largest Losing Trade | -32882 | -19168 | -32882 | -390910 | -390910 | -315496 |
Avg Bars in Trades | 152 | 131 | 174 | 152 | 131 | 174 |
Avg Bars in Winners | 255 | 219 | 286 | 255 | 219 | 286 |
Avg Bars in Losers | 81 | 77 | 86 | 81 | 77 | 86 |
Bars Traded | 22425 | 9697 | 12728 | 22425 | 9697 | 12728 |
Profit Streak | 45.4622 | 45.4622 | 53.8789 | 45.4622 | 45.4622 | 53.8789 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366946 | -56637 | -155460 | -39526 | -121994 | -200607 |
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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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