Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462886.2059 | 358299.8146 | 104586.3913 | 688378.4361 | 1184418.8329 | -496040.3968 |
Total P&L (%) | 462.8862 | 358.2998 | 104.5864 | 688.3784 | 1184.4188 | -496.0404 |
Avg Daily Profit (%) | 0.2099 | 0.1624 | 0.0474 | 0.0937 | 0.1158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206523 | -176141 | -81754 | -1872867 | -1114232 | -1205090 |
Profit Factor | 1.6185 | 1.9507 | 1.2815 | 1.1259 | 1.488 | 0.8368 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 41.6149 | 34.5679 | 48.75 | 41.6149 | 34.5679 | 48.75 |
Ratio Avg Win / Avg Loss | 2.2707 | 3.6924 | 1.3472 | 1.5796 | 2.8166 | 0.8797 |
Largest Winning Trade | 94738 | 94738 | 49719 | 923185 | 923185 | 461943 |
Largest Losing Trade | -35789 | -21867 | -35789 | -434699 | -226206 | -434699 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 63 | 58 | 67 | 63 | 58 | 67 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 6503 | 2902 | 3601 | 6503 | 2902 | 3601 |
Profit Streak | 0 | 0 | 79.3806 | 0 | 0 | 79.3806 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300671 | -6954 | -148999 | -150840 | -53593 | -600164 |
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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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