Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645792.0419 | 490907.3711 | 154884.6708 | 1761532.956 | 1163559.1716 | 597973.7844 |
Total P&L (%) | 645.792 | 490.9074 | 154.8847 | 1761.533 | 1163.5592 | 597.9738 |
Avg Daily Profit (%) | 0.2581 | 0.1962 | 0.0619 | 0.117 | 0.1014 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120846 | -102761 | -143045 | -1072438 | -974737 | -325193 |
Profit Factor | 1.8102 | 2.2294 | 1.3894 | 1.5141 | 1.5466 | 1.4608 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 47.7011 | 45.977 | 49.4253 | 47.7011 | 45.977 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.9847 | 2.6196 | 1.4217 | 1.66 | 1.8172 | 1.4947 |
Largest Winning Trade | 173672 | 173672 | 46503 | 1138064 | 1138064 | 214196 |
Largest Losing Trade | -35057 | -35057 | -32994 | -678668 | -678668 | -140702 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 60 | 62 | 57 | 60 | 62 | 57 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 7259 | 3718 | 3540 | 7259 | 3718 | 3540 |
Profit Streak | 66.2718 | 158.9385 | 66.2718 | 66.2718 | 158.9385 | 66.2718 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483233 | 407813 | -109199 | -32498 | -54932 | -87298 |
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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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