Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850540.3862 | 643831.8861 | 206708.5001 | 1119468.049 | 323538.1995 | 795929.8495 |
Total P&L (%) | 850.5404 | 643.8319 | 206.7085 | 1119.468 | 323.5382 | 795.9298 |
Avg Daily Profit (%) | 0.5747 | 0.435 | 0.1397 | 0.1691 | 0.0976 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129238 | -154766 | -123390 | -704684 | -789654 | -661993 |
Profit Factor | 1.8106 | 2.1625 | 1.4172 | 1.1923 | 1.1026 | 1.2983 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 105 | 43 | 62 | 105 | 43 | 62 |
Losing Trades | 209 | 114 | 95 | 209 | 114 | 95 |
Profitability (%) | 33.4395 | 27.3885 | 39.4904 | 33.4395 | 27.3885 | 39.4904 |
Ratio Avg Win / Avg Loss | 3.604 | 5.733 | 2.1716 | 2.3732 | 2.9231 | 1.9894 |
Largest Winning Trade | 537605 | 537605 | 35006 | 511933 | 511933 | 262107 |
Largest Losing Trade | -44009 | -27174 | -44009 | -186734 | -158817 | -186734 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 25 | 29 | 23 | 25 | 29 | 23 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 4326 | 2261 | 2065 | 4326 | 2261 | 2065 |
Profit Streak | 2.6836 | 0 | 14.0169 | 2.6836 | 0 | 14.0169 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313549 | -4582 | -7137 | -6107 | -188034 | 144564 |
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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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