Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687460.4217 | 496476.7936 | 190983.6281 | 1502313.3365 | 630062.5368 | 872250.7997 |
Total P&L (%) | 687.4604 | 496.4768 | 190.9836 | 1502.3133 | 630.0625 | 872.2508 |
Avg Daily Profit (%) | 0.3939 | 0.2844 | 0.1094 | 0.1591 | 0.114 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70744 | -98986 | -36776 | -888335 | -947798 | -576797 |
Profit Factor | 1.908 | 2.204 | 1.5539 | 1.2586 | 1.2033 | 1.3218 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 99 | 57 | 42 | 99 | 57 | 42 |
Profitability (%) | 36.9427 | 27.8481 | 46.1538 | 36.9427 | 27.8481 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.2568 | 5.7105 | 1.8129 | 2.1483 | 3.1176 | 1.5421 |
Largest Winning Trade | 330150 | 330150 | 56032 | 838664 | 838664 | 422415 |
Largest Losing Trade | -19940 | -17235 | -19940 | -359451 | -359451 | -326026 |
Avg Bars in Trades | 130 | 113 | 147 | 130 | 113 | 147 |
Avg Bars in Winners | 252 | 253 | 251 | 252 | 253 | 251 |
Avg Bars in Losers | 59 | 59 | 58 | 59 | 59 | 58 |
Bars Traded | 20499 | 8977 | 11522 | 20499 | 8977 | 11522 |
Profit Streak | 20.1215 | 44.0382 | 0 | 20.1215 | 44.0382 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346221 | -31129 | -80120 | 177467 | -83503 | -53156 |
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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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