Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699917.9904 | 557570.9917 | 142346.9987 | 2769170.1673 | 1059461.6803 | 1709708.4869 |
Total P&L (%) | 699.918 | 557.571 | 142.347 | 2769.1702 | 1059.4617 | 1709.7085 |
Avg Daily Profit (%) | 0.2799 | 0.2229 | 0.0569 | 0.1343 | 0.098 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106936 | -69923 | -83256 | -5627550 | -3969939 | -4190961 |
Profit Factor | 1.8162 | 2.3343 | 1.3238 | 1.0959 | 1.0664 | 1.1324 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 50.3185 | 50.6329 | 50 | 50.3185 | 50.6329 | 50 |
Ratio Avg Win / Avg Loss | 1.7933 | 2.2759 | 1.3238 | 1.082 | 1.0397 | 1.1324 |
Largest Winning Trade | 137039 | 137039 | 56742 | 2592533 | 2592533 | 1684188 |
Largest Losing Trade | -40092 | -35598 | -40092 | -1781643 | -1781643 | -1460713 |
Avg Bars in Trades | 46 | 30 | 62 | 46 | 30 | 62 |
Avg Bars in Winners | 57 | 30 | 85 | 57 | 30 | 85 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 7303 | 2444 | 4859 | 7303 | 2444 | 4859 |
Profit Streak | 27.6489 | 54.9823 | 27.6489 | 27.6489 | 54.9823 | 27.6489 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521802 | -13213 | -150606 | -126014 | -235056 | -146771 |
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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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