Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520817.5622 | 406496.0748 | 114321.4874 | 1490446.8539 | 823172.5576 | 667274.2963 |
Total P&L (%) | 520.8176 | 406.4961 | 114.3215 | 1490.4469 | 823.1726 | 667.2743 |
Avg Daily Profit (%) | 0.2076 | 0.162 | 0.0456 | 0.1103 | 0.0886 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70686 | -98929 | -95308 | -837053 | -874765 | -462524 |
Profit Factor | 1.7837 | 2.3316 | 1.3182 | 1.2841 | 1.3067 | 1.2605 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 39.8551 | 37.6812 | 42.029 | 39.8551 | 37.6812 | 42.029 |
Ratio Avg Win / Avg Loss | 2.6918 | 3.8561 | 1.8182 | 1.9379 | 2.161 | 1.7387 |
Largest Winning Trade | 111493 | 111493 | 61645 | 785529 | 645283 | 785529 |
Largest Losing Trade | -27485 | -14907 | -27485 | -313024 | -218439 | -313024 |
Avg Bars in Trades | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Winners | 184 | 183 | 185 | 184 | 183 | 185 |
Avg Bars in Losers | 57 | 55 | 58 | 57 | 55 | 58 |
Bars Traded | 14879 | 7175 | 7704 | 14879 | 7175 | 7704 |
Profit Streak | 15.7332 | 0 | 19.8998 | 15.7332 | 0 | 19.8998 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305489 | -95012 | -235240 | -47168 | -179718 | -187593 |
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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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