Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577228.0827 | 441921.5788 | 135306.5039 | 1339249.2164 | 427690.8761 | 911558.3403 |
Total P&L (%) | 577.2281 | 441.9216 | 135.3065 | 1339.2492 | 427.6909 | 911.5583 |
Avg Daily Profit (%) | 0.3568 | 0.2731 | 0.0836 | 0.165 | 0.1029 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101728 | -120692 | -87268 | -930057 | -1520273 | -444142 |
Profit Factor | 1.8209 | 2.2059 | 1.4018 | 1.2396 | 1.1414 | 1.3554 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 34.6154 | 28.2051 | 41.0256 | 34.6154 | 28.2051 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.4395 | 5.6151 | 2.0151 | 2.3415 | 2.9054 | 1.9484 |
Largest Winning Trade | 167023 | 167023 | 59256 | 605172 | 605172 | 502249 |
Largest Losing Trade | -20908 | -17468 | -20908 | -233955 | -186149 | -233955 |
Avg Bars in Trades | 120 | 105 | 135 | 120 | 105 | 135 |
Avg Bars in Winners | 262 | 256 | 267 | 262 | 256 | 267 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 18776 | 8201 | 10575 | 18776 | 8201 | 10575 |
Profit Streak | 553.5449 | 553.5449 | 560.2116 | 553.5449 | 553.5449 | 560.2116 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310526 | -37119 | -116852 | 156876 | -169091 | -37390 |
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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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