Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433692.3517 | 364815.9826 | 68876.3691 | 336929.7391 | 233574.8511 | 103354.8879 |
Total P&L (%) | 433.6924 | 364.816 | 68.8764 | 336.9297 | 233.5749 | 103.3549 |
Avg Daily Profit (%) | 0.1992 | 0.1676 | 0.0316 | 0.0678 | 0.0554 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161181 | -68331 | -255791 | -626046 | -461902 | -525732 |
Profit Factor | 1.4325 | 1.9177 | 1.1138 | 1.1101 | 1.1742 | 1.0601 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 94 | 43 | 51 | 90 | 41 | 49 |
Losing Trades | 55 | 32 | 23 | 59 | 34 | 25 |
Profitability (%) | 63.0872 | 57.3333 | 68.9189 | 60.4027 | 54.6667 | 66.2162 |
Ratio Avg Win / Avg Loss | 0.8382 | 1.4271 | 0.5023 | 0.7277 | 0.9738 | 0.5409 |
Largest Winning Trade | 99802 | 99802 | 33693 | 283881 | 283881 | 114540 |
Largest Losing Trade | -161181 | -46648 | -161181 | -525732 | -159802 | -525732 |
Avg Bars in Trades | 42 | 48 | 35 | 42 | 48 | 35 |
Avg Bars in Winners | 34 | 39 | 30 | 36 | 42 | 31 |
Avg Bars in Losers | 55 | 60 | 48 | 50 | 55 | 44 |
Bars Traded | 6272 | 3631 | 2640 | 6272 | 3631 | 2640 |
Profit Streak | 0 | 0 | 272.8504 | 0 | 0 | 272.8504 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321556 | -45855 | -307984 | -201836 | -205610 | -366081 |
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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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