Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708355.1174 | 563229.1575 | 145125.9599 | 1315977.9397 | 628424.2807 | 687553.6589 |
Total P&L (%) | 708.3551 | 563.2292 | 145.126 | 1315.9779 | 628.4243 | 687.5537 |
Avg Daily Profit (%) | 0.2831 | 0.2251 | 0.058 | 0.106 | 0.0794 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57523 | -83829 | -45034 | -947155 | -777961 | -662024 |
Profit Factor | 2.151 | 2.7543 | 1.493 | 1.2269 | 1.1926 | 1.2711 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 55.0296 | 55.2941 | 54.7619 | 55.0296 | 55.2941 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.7578 | 2.2269 | 1.2333 | 1.0026 | 0.9642 | 1.0501 |
Largest Winning Trade | 433856 | 433856 | 59728 | 1225133 | 1225133 | 421741 |
Largest Losing Trade | -41441 | -41441 | -33626 | -408963 | -408963 | -378748 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 52 | 41 | 64 | 52 | 41 | 64 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 7196 | 3178 | 4019 | 7196 | 3178 | 4019 |
Profit Streak | 0 | 0 | 15.2579 | 0 | 0 | 15.2579 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517572 | 499243 | -113332 | -49897 | -96543 | -81586 |
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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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