Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877342.1421 | 754469.5056 | 122872.6365 | 4120888.2877 | 2725130.5843 | 1395757.7034 |
Total P&L (%) | 877.3421 | 754.4695 | 122.8726 | 4120.8883 | 2725.1306 | 1395.7577 |
Avg Daily Profit (%) | 0.3497 | 0.3007 | 0.049 | 0.1493 | 0.1333 | 0.1079 |
Buy And Hold Return (%) | 242.1602 | 242.1602 | 242.1602 | 242.1602 | 242.1602 | 242.1602 |
Max Trade Drawdown | -143560 | -134933 | -60276 | -590752 | -590752 | -336885 |
Profit Factor | 2.3669 | 3.0116 | 1.4606 | 2.683 | 2.9915 | 2.2922 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 65.3595 | 67.1053 | 63.6364 | 65.3595 | 67.1053 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.2545 | 1.4763 | 0.8346 | 1.422 | 1.4664 | 1.3098 |
Largest Winning Trade | 382523 | 382523 | 22044 | 955310 | 955310 | 472876 |
Largest Losing Trade | -61142 | -61142 | -34349 | -590752 | -590752 | -266595 |
Avg Bars in Trades | 46 | 80 | 12 | 46 | 80 | 12 |
Avg Bars in Winners | 29 | 45 | 13 | 29 | 45 | 13 |
Avg Bars in Losers | 76 | 150 | 10 | 76 | 150 | 10 |
Bars Traded | 7047 | 6115 | 931 | 7047 | 6115 | 931 |
Profit Streak | 60.3522 | 162.0189 | 60.3522 | 60.3522 | 162.0189 | 60.3522 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501356 | -34961 | -332955 | 520281 | -55584 | -85178 |
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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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