Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692961.3637 | 571983.5065 | 120977.8571 | 1781106.8209 | 434942.7388 | 1346164.0821 |
Total P&L (%) | 692.9614 | 571.9835 | 120.9779 | 1781.1068 | 434.9427 | 1346.1641 |
Avg Daily Profit (%) | 0.3742 | 0.3089 | 0.0653 | 0.1586 | 0.0906 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87399 | -68179 | -112102 | -1794731 | -1729939 | -1046857 |
Profit Factor | 1.9232 | 2.5859 | 1.3103 | 1.1608 | 1.0757 | 1.2526 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 41.9355 | 38.4615 | 45.4545 | 41.9355 | 38.4615 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6629 | 4.1375 | 1.5723 | 1.6073 | 1.7211 | 1.5031 |
Largest Winning Trade | 271673 | 271673 | 48643 | 1240585 | 1240585 | 542526 |
Largest Losing Trade | -33219 | -21646 | -33219 | -491222 | -456005 | -491222 |
Avg Bars in Trades | 140 | 130 | 150 | 140 | 130 | 150 |
Avg Bars in Winners | 224 | 216 | 232 | 224 | 216 | 232 |
Avg Bars in Losers | 79 | 77 | 82 | 79 | 77 | 82 |
Bars Traded | 21789 | 10214 | 11575 | 21789 | 10214 | 11575 |
Profit Streak | 31.6327 | 31.6327 | 35.466 | 31.6327 | 31.6327 | 35.466 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426720 | -24505 | -147177 | -36159 | -246572 | -41729 |
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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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