Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700684.0747 | 573397.2332 | 127286.8415 | 459176.093 | 332211.7623 | 126964.3307 |
Total P&L (%) | 700.6841 | 573.3972 | 127.2868 | 459.1761 | 332.2118 | 126.9643 |
Avg Daily Profit (%) | 0.3745 | 0.3065 | 0.068 | 0.092 | 0.0783 | 0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168557 | -109741 | -148403 | -183772 | -93149 | -140798 |
Profit Factor | 1.8356 | 2.1659 | 1.3671 | 1.4965 | 1.6543 | 1.3043 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 50 | 45.3125 | 54.6875 | 50 | 45.3125 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.8356 | 2.614 | 1.1328 | 1.4965 | 1.9966 | 1.0807 |
Largest Winning Trade | 233319 | 233319 | 46703 | 236139 | 236139 | 124617 |
Largest Losing Trade | -70269 | -51898 | -70269 | -108040 | -85270 | -108040 |
Avg Bars in Trades | 86 | 102 | 69 | 86 | 102 | 69 |
Avg Bars in Winners | 87 | 106 | 71 | 87 | 106 | 71 |
Avg Bars in Losers | 84 | 99 | 66 | 84 | 99 | 66 |
Bars Traded | 11017 | 6577 | 4440 | 11017 | 6577 | 4440 |
Profit Streak | 5.3494 | 0 | 121.8494 | 5.3494 | 0 | 121.8494 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506199 | -128212 | -238755 | -67751 | -226602 | -271426 |
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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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