Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641786.4329 | 570421.2977 | 71365.1353 | 342462.2721 | 75299.2966 | 267162.9755 |
Total P&L (%) | 641.7864 | 570.4213 | 71.3651 | 342.4623 | 75.2993 | 267.163 |
Avg Daily Profit (%) | 0.3306 | 0.2938 | 0.0368 | 0.0766 | 0.0289 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115015 | -88551 | -116993 | -646666 | -591420 | -405926 |
Profit Factor | 1.6648 | 2.215 | 1.1439 | 1.0855 | 1.0362 | 1.1388 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 61 | 20 | 41 | 61 | 20 | 41 |
Losing Trades | 102 | 61 | 41 | 102 | 61 | 41 |
Profitability (%) | 37.4233 | 24.6914 | 50 | 37.4233 | 24.6914 | 50 |
Ratio Avg Win / Avg Loss | 2.7838 | 6.7559 | 1.1439 | 1.815 | 3.1603 | 1.1388 |
Largest Winning Trade | 330778 | 330778 | 50044 | 431291 | 431291 | 236917 |
Largest Losing Trade | -49384 | -24567 | -49384 | -154668 | -154668 | -147775 |
Avg Bars in Trades | 141 | 131 | 152 | 141 | 131 | 152 |
Avg Bars in Winners | 255 | 294 | 237 | 255 | 294 | 237 |
Avg Bars in Losers | 73 | 78 | 67 | 73 | 78 | 67 |
Bars Traded | 23125 | 10644 | 12481 | 23125 | 10644 | 12481 |
Profit Streak | 26.5123 | 0 | 35.8456 | 26.5123 | 0 | 35.8456 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317226 | -30078 | -209927 | -219522 | -377006 | -175248 |
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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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