Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738534.0854 | 503325.256 | 235208.8294 | 2666700.9753 | 1100855.1782 | 1565845.7971 |
Total P&L (%) | 738.5341 | 503.3253 | 235.2088 | 2666.701 | 1100.8552 | 1565.8458 |
Avg Daily Profit (%) | 0.4232 | 0.2884 | 0.1348 | 0.1904 | 0.1425 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113428 | -144450 | -34465 | -992997 | -960518 | -661500 |
Profit Factor | 1.9797 | 2.064 | 1.8377 | 1.3575 | 1.2457 | 1.5256 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 49.7006 | 46.4286 | 53.012 | 49.7006 | 46.4286 | 53.012 |
Ratio Avg Win / Avg Loss | 2.0036 | 2.3815 | 1.6289 | 1.3739 | 1.4374 | 1.3522 |
Largest Winning Trade | 298467 | 298467 | 46920 | 927734 | 927734 | 501911 |
Largest Losing Trade | -31141 | -31141 | -26807 | -660765 | -352898 | -660765 |
Avg Bars in Trades | 122 | 105 | 140 | 122 | 105 | 140 |
Avg Bars in Winners | 159 | 129 | 186 | 159 | 129 | 186 |
Avg Bars in Losers | 86 | 83 | 89 | 86 | 83 | 89 |
Bars Traded | 20512 | 8831 | 11681 | 20512 | 8831 | 11681 |
Profit Streak | 10.2571 | 10.2571 | 18.4238 | 10.2571 | 10.2571 | 18.4238 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560358 | 419624 | -8995 | 369013 | -3658 | 352460 |
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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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