Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495231.5586 | 144955.4497 | 350276.1089 | 529195.0296 | 321340.7087 | 207854.3209 |
Total P&L (%) | 495.2316 | 144.9555 | 350.2761 | 529.195 | 321.3407 | 207.8543 |
Avg Daily Profit (%) | 0.334 | 0.0978 | 0.2362 | 0.1241 | 0.097 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118704 | -35862 | -126542 | -3514889 | -772325 | -3207760 |
Profit Factor | 2.1332 | 1.9862 | 2.2076 | 1.0836 | 1.1823 | 1.0455 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Losing Trades | 26 | 18 | 8 | 26 | 18 | 8 |
Profitability (%) | 83.6478 | 77.5 | 89.8734 | 83.6478 | 77.5 | 89.8734 |
Ratio Avg Win / Avg Loss | 0.417 | 0.5766 | 0.2487 | 0.2118 | 0.3433 | 0.1178 |
Largest Winning Trade | 31732 | 21255 | 31732 | 866926 | 333083 | 866926 |
Largest Losing Trade | -92183 | -32876 | -92183 | -1968319 | -772325 | -1968319 |
Avg Bars in Trades | 33 | 9 | 57 | 33 | 9 | 57 |
Avg Bars in Winners | 19 | 5 | 32 | 19 | 5 | 32 |
Avg Bars in Losers | 103 | 22 | 285 | 103 | 22 | 285 |
Bars Traded | 5340 | 771 | 4569 | 5340 | 771 | 4569 |
Profit Streak | 116.0879 | 116.0879 | 264.3379 | 116.0879 | 116.0879 | 264.3379 |
Trades During Streak | 4 | 2 | 17 | 4 | 2 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604380 | -75842 | -10850 | -150439 | -99440 | -284035 |
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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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