Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522970.2562 | 433719.3444 | 89250.9117 | 1466160.7544 | 1180721.8459 | 285438.9085 |
Total P&L (%) | 522.9703 | 433.7193 | 89.2509 | 1466.1608 | 1180.7218 | 285.4389 |
Avg Daily Profit (%) | 0.4179 | 0.3466 | 0.0713 | 0.2201 | 0.204 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122203 | -97006 | -73542 | -1300722 | -1044410 | -645819 |
Profit Factor | 1.726 | 2.2434 | 1.2402 | 1.2891 | 1.4568 | 1.1148 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 52.9801 | 55.2632 | 50.6667 | 52.9801 | 55.2632 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.5318 | 1.8161 | 1.2076 | 1.1441 | 1.1793 | 1.0855 |
Largest Winning Trade | 103384 | 103384 | 28451 | 376884 | 376884 | 233750 |
Largest Losing Trade | -54391 | -54391 | -44376 | -791283 | -791283 | -303386 |
Avg Bars in Trades | 15 | 20 | 10 | 15 | 20 | 10 |
Avg Bars in Winners | 21 | 26 | 15 | 21 | 26 | 15 |
Avg Bars in Losers | 9 | 14 | 5 | 9 | 14 | 5 |
Bars Traded | 2404 | 1585 | 819 | 2404 | 1585 | 819 |
Profit Streak | 63.8502 | 110.8502 | 63.8502 | 63.8502 | 110.8502 | 63.8502 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580483 | -33575 | -153621 | 402473 | -37605 | -198854 |
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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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