Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588691.9504 | 329026.2349 | 259665.7155 | 1846302.734 | 767932.33 | 1078370.404 |
Total P&L (%) | 588.692 | 329.0262 | 259.6657 | 1846.3027 | 767.9323 | 1078.3704 |
Avg Daily Profit (%) | 0.3245 | 0.1814 | 0.1431 | 0.1638 | 0.1192 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130798 | -129794 | -59543 | -1440311 | -1101565 | -1355442 |
Profit Factor | 1.8316 | 1.7785 | 1.9103 | 1.2389 | 1.1857 | 1.3001 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 72 | 27 | 45 | 72 | 27 | 45 |
Losing Trades | 81 | 49 | 32 | 81 | 49 | 32 |
Profitability (%) | 47.0588 | 35.5263 | 58.4416 | 47.0588 | 35.5263 | 58.4416 |
Ratio Avg Win / Avg Loss | 2.0606 | 3.2277 | 1.3584 | 1.3938 | 2.1519 | 0.9245 |
Largest Winning Trade | 116423 | 116423 | 53730 | 919924 | 919924 | 430546 |
Largest Losing Trade | -36460 | -35728 | -36460 | -732198 | -328313 | -732198 |
Avg Bars in Trades | 46 | 51 | 40 | 46 | 51 | 40 |
Avg Bars in Winners | 59 | 73 | 50 | 59 | 73 | 50 |
Avg Bars in Losers | 34 | 39 | 26 | 34 | 39 | 26 |
Bars Traded | 7039 | 3914 | 3125 | 7039 | 3914 | 3125 |
Profit Streak | 29.9277 | 30.4277 | 29.9277 | 29.9277 | 30.4277 | 29.9277 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476579 | -43712 | -39501 | 291589 | -103157 | -52609 |
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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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