Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604176.7925 | 424605.2028 | 179571.5897 | 1685056.0472 | 1135601.171 | 549454.8763 |
Total P&L (%) | 604.1768 | 424.6052 | 179.5716 | 1685.056 | 1135.6012 | 549.4549 |
Avg Daily Profit (%) | 0.5906 | 0.4151 | 0.1755 | 0.2821 | 0.2461 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99984 | -110797 | -67385 | -223460 | -140803 | -129001 |
Profit Factor | 2.0502 | 2.1472 | 1.8752 | 2.8587 | 3.1041 | 2.4977 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.9339 | 45.9016 | 50 | 47.9339 | 45.9016 | 50 |
Ratio Avg Win / Avg Loss | 2.2269 | 2.5306 | 1.8752 | 3.1051 | 3.6584 | 2.4977 |
Largest Winning Trade | 196642 | 196642 | 44926 | 547084 | 547084 | 280558 |
Largest Losing Trade | -33659 | -27796 | -33659 | -64839 | -64839 | -53737 |
Avg Bars in Trades | 49 | 53 | 44 | 49 | 53 | 44 |
Avg Bars in Winners | 60 | 68 | 53 | 60 | 68 | 53 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 5937 | 3259 | 2678 | 5937 | 3259 | 2678 |
Profit Streak | 85.1591 | 85.1591 | 129.4924 | 85.1591 | 85.1591 | 129.4924 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589590 | -148322 | -156757 | 550846 | -147503 | -155075 |
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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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