Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451564.3206 | 294448.6134 | 157115.7072 | 1190123.3179 | 1042599.141 | 147524.1768 |
Total P&L (%) | 451.5643 | 294.4486 | 157.1157 | 1190.1233 | 1042.5991 | 147.5242 |
Avg Daily Profit (%) | 0.3176 | 0.2071 | 0.1105 | 0.18 | 0.1714 | 0.0638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125424 | -47962 | -107060 | -1666029 | -671657 | -1339495 |
Profit Factor | 1.5861 | 1.7801 | 1.3998 | 1.1649 | 1.3146 | 1.0378 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 65.5914 | 64.5161 | 66.6667 | 65.5914 | 64.5161 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8321 | 0.9791 | 0.6999 | 0.6111 | 0.723 | 0.5189 |
Largest Winning Trade | 33984 | 33984 | 23473 | 387782 | 387782 | 280966 |
Largest Losing Trade | -48202 | -39702 | -48202 | -834815 | -575850 | -834815 |
Avg Bars in Trades | 29 | 31 | 26 | 29 | 31 | 26 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
Bars Traded | 5395 | 2887 | 2508 | 5395 | 2887 | 2508 |
Profit Streak | 21.1922 | 0 | 51.9422 | 21.1922 | 0 | 51.9422 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454173 | 364798 | -43062 | -29145 | 293539 | -285034 |
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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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