Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503382.6721 | 225138.1356 | 278244.5365 | 2098295.1701 | 355002.7145 | 1743292.4556 |
Total P&L (%) | 503.3827 | 225.1381 | 278.2445 | 2098.2952 | 355.0027 | 1743.2925 |
Avg Daily Profit (%) | 0.313 | 0.14 | 0.173 | 0.1923 | 0.0942 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82920 | -81258 | -69781 | -3246305 | -1979491 | -2436151 |
Profit Factor | 1.5455 | 1.4563 | 1.6479 | 1.1441 | 1.0456 | 1.2574 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 44.1509 | 40.6015 | 47.7273 | 44.1509 | 40.6015 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.9549 | 2.1305 | 1.8049 | 1.4473 | 1.5297 | 1.3771 |
Largest Winning Trade | 96296 | 96296 | 39789 | 1058550 | 1058550 | 775105 |
Largest Losing Trade | -25461 | -20250 | -25461 | -757396 | -417624 | -757396 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 3147 | 1349 | 1798 | 3147 | 1349 | 1798 |
Profit Streak | 13.9205 | 13.9205 | 16.9205 | 13.9205 | 13.9205 | 16.9205 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437904 | -7013 | 369797 | -53547 | -239392 | 268664 |
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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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