Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786204.0924 | 554743.3392 | 231460.7531 | 1672146.4703 | 1038722.3465 | 633424.1238 |
Total P&L (%) | 786.2041 | 554.7433 | 231.4608 | 1672.1465 | 1038.7223 | 633.4241 |
Avg Daily Profit (%) | 0.5284 | 0.3728 | 0.1556 | 0.1934 | 0.1636 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116020 | -158897 | -57215 | -1577430 | -968135 | -950351 |
Profit Factor | 2.0906 | 2.1178 | 2.0306 | 1.249 | 1.2575 | 1.2364 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 86 | 36 | 50 | 86 | 36 | 50 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 56.5789 | 47.3684 | 65.7895 | 56.5789 | 47.3684 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.6044 | 2.3531 | 1.0559 | 0.9586 | 1.3972 | 0.6429 |
Largest Winning Trade | 341930 | 341930 | 54317 | 1129624 | 1129624 | 461158 |
Largest Losing Trade | -38717 | -38717 | -31197 | -670134 | -407424 | -670134 |
Avg Bars in Trades | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Winners | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Losers | 24 | 28 | 16 | 24 | 28 | 16 |
Bars Traded | 4262 | 2425 | 1837 | 4262 | 2425 | 1837 |
Profit Streak | 4.2624 | 13.9291 | 4.2624 | 4.2624 | 13.9291 | 4.2624 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 620420 | -36341 | -36841 | 306052 | -42333 | -62528 |
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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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