Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477835.4492 | 302083.3272 | 175752.1219 | 1224257.2611 | 457288.6922 | 766968.5689 |
Total P&L (%) | 477.8354 | 302.0833 | 175.7521 | 1224.2573 | 457.2887 | 766.9686 |
Avg Daily Profit (%) | 0.321 | 0.2029 | 0.1181 | 0.1737 | 0.1155 | 0.1452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117617 | -79139 | -63157 | -2948699 | -1859183 | -1607208 |
Profit Factor | 1.6294 | 1.797 | 1.4623 | 1.1325 | 1.0866 | 1.1937 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 49.3023 | 49.0741 | 49.5327 | 49.3023 | 49.0741 | 49.5327 |
Ratio Avg Win / Avg Loss | 1.6755 | 1.8648 | 1.4899 | 1.1645 | 1.1276 | 1.2162 |
Largest Winning Trade | 76514 | 76514 | 73533 | 1472237 | 1147784 | 1472237 |
Largest Losing Trade | -35068 | -20118 | -35068 | -561841 | -483356 | -561841 |
Avg Bars in Trades | 40 | 25 | 55 | 40 | 25 | 55 |
Avg Bars in Winners | 55 | 25 | 85 | 55 | 25 | 85 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 8653 | 2713 | 5940 | 8653 | 2713 | 5940 |
Profit Streak | 6.2355 | 16.7355 | 6.2355 | 6.2355 | 16.7355 | 6.2355 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514395 | 438692 | -33584 | -64452 | -162988 | -5573 |
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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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