Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371951.2108 | 191462.5307 | 180488.6801 | 936487.4408 | 44337.2163 | 892150.2245 |
Total P&L (%) | 371.9512 | 191.4625 | 180.4887 | 936.4874 | 44.3372 | 892.1502 |
Avg Daily Profit (%) | 0.1982 | 0.102 | 0.0962 | 0.1247 | 0.0196 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86558 | -85399 | -50044 | -887718 | -887118 | -308489 |
Profit Factor | 2.0559 | 1.824 | 2.5052 | 1.4026 | 1.0267 | 2.3399 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 80.5195 | 76.6234 | 84.4156 | 80.5195 | 76.6234 | 84.4156 |
Ratio Avg Win / Avg Loss | 0.4974 | 0.5565 | 0.4625 | 0.3393 | 0.3132 | 0.432 |
Largest Winning Trade | 50577 | 50577 | 18837 | 140747 | 140747 | 114335 |
Largest Losing Trade | -68106 | -68106 | -50044 | -811434 | -811434 | -308489 |
Avg Bars in Trades | 46 | 69 | 23 | 46 | 69 | 23 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 149 | 214 | 51 | 149 | 214 | 51 |
Bars Traded | 7133 | 5342 | 1791 | 7133 | 5342 | 1791 |
Profit Streak | 43.3986 | 54.1486 | 43.3986 | 43.3986 | 54.1486 | 43.3986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530896 | -93783 | -99129 | -21119 | -399058 | -64137 |
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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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