Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572568.1826 | 365428.9664 | 207139.2162 | 761665.6463 | 27745.2381 | 733920.4082 |
Total P&L (%) | 572.5682 | 365.429 | 207.1392 | 761.6656 | 27.7452 | 733.9204 |
Avg Daily Profit (%) | 0.3156 | 0.2014 | 0.1142 | 0.1188 | 0.0135 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78451 | -82514 | -58265 | -544752 | -604599 | -268382 |
Profit Factor | 1.8815 | 2.0189 | 1.7121 | 1.2141 | 1.0139 | 1.4704 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 41.3534 | 34.8485 | 47.7612 | 41.3534 | 34.8485 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.6683 | 3.7744 | 1.8726 | 1.7218 | 1.8955 | 1.6083 |
Largest Winning Trade | 307156 | 307156 | 71503 | 457539 | 457539 | 297189 |
Largest Losing Trade | -41020 | -31049 | -41020 | -268382 | -134055 | -268382 |
Avg Bars in Trades | 161 | 137 | 186 | 161 | 137 | 186 |
Avg Bars in Winners | 262 | 222 | 291 | 262 | 222 | 291 |
Avg Bars in Losers | 91 | 92 | 90 | 91 | 92 | 90 |
Bars Traded | 21541 | 9072 | 12469 | 21541 | 9072 | 12469 |
Profit Streak | 46.3649 | 46.3649 | 55.5316 | 46.3649 | 46.3649 | 55.5316 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396187 | -118322 | -154197 | -34959 | -512049 | -151055 |
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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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