Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476836.0748 | 364680.6332 | 112155.4416 | 648059.2996 | 564408.2974 | 83651.0022 |
Total P&L (%) | 476.8361 | 364.6806 | 112.1554 | 648.0593 | 564.4083 | 83.651 |
Avg Daily Profit (%) | 0.2532 | 0.1937 | 0.0596 | 0.1069 | 0.1006 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133848 | -105158 | -81323 | -798744 | -341657 | -577986 |
Profit Factor | 1.6321 | 1.9832 | 1.2925 | 1.2385 | 1.4716 | 1.055 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 56.0811 | 55.4054 | 56.7568 | 56.0811 | 55.4054 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2782 | 1.5962 | 0.9848 | 0.9699 | 1.1845 | 0.8038 |
Largest Winning Trade | 150571 | 150571 | 42409 | 327775 | 327775 | 208255 |
Largest Losing Trade | -50456 | -34216 | -50456 | -301184 | -132309 | -301184 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
Bars Traded | 3501 | 1921 | 1580 | 3501 | 1921 | 1580 |
Profit Streak | 0 | 34.9507 | 0 | 0 | 34.9507 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414462 | -51324 | -178045 | -50325 | -119756 | -374483 |
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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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