Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506657.1612 | 346676.4828 | 159980.6784 | 621886.2134 | 402098.2545 | 219787.9588 |
Total P&L (%) | 506.6572 | 346.6765 | 159.9807 | 621.8862 | 402.0983 | 219.788 |
Avg Daily Profit (%) | 0.3707 | 0.2537 | 0.1171 | 0.1447 | 0.1181 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116331 | -70283 | -74253 | -254877 | -248234 | -237940 |
Profit Factor | 1.7892 | 1.8543 | 1.6774 | 1.3626 | 1.3647 | 1.359 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 55.2632 | 47.3684 | 63.1579 | 55.2632 | 47.3684 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.4484 | 2.0604 | 0.9785 | 1.1031 | 1.5163 | 0.7927 |
Largest Winning Trade | 256604 | 256604 | 48514 | 228319 | 228319 | 109202 |
Largest Losing Trade | -59523 | -28895 | -59523 | -149206 | -119864 | -149206 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 32 | 40 | 26 | 32 | 40 | 26 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 3854 | 2151 | 1703 | 3854 | 2151 | 1703 |
Profit Streak | 0 | 36.5293 | 0 | 0 | 36.5293 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487292 | -37614 | -83524 | 101573 | -82909 | -127764 |
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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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