Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604447.6057 | 361215.2325 | 243232.3732 | 2987904.8326 | 416266.8157 | 2571638.0168 |
Total P&L (%) | 604.4476 | 361.2152 | 243.2324 | 2987.9048 | 416.2668 | 2571.638 |
Avg Daily Profit (%) | 0.3399 | 0.2031 | 0.1368 | 0.1931 | 0.0923 | 0.1849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86039 | -100350 | -51063 | -1230866 | -1512637 | -1201390 |
Profit Factor | 1.9877 | 2.0732 | 1.8831 | 1.3964 | 1.11 | 1.6847 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 48.538 | 48.2353 | 48.8372 | 48.538 | 48.2353 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.1074 | 2.2249 | 1.9728 | 1.4805 | 1.1913 | 1.7649 |
Largest Winning Trade | 156505 | 156505 | 68043 | 1185417 | 577931 | 1185417 |
Largest Losing Trade | -30047 | -30047 | -22127 | -751089 | -494580 | -751089 |
Avg Bars in Trades | 56 | 58 | 55 | 56 | 58 | 55 |
Avg Bars in Winners | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 9712 | 4948 | 4764 | 9712 | 4948 | 4764 |
Profit Streak | 11.7858 | 0 | 14.1191 | 11.7858 | 0 | 14.1191 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502697 | 380741 | -7061 | 345785 | -170179 | 393094 |
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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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