Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381339.6623 | 233174.8215 | 148164.8409 | 1460968.3195 | 1153411.2909 | 307557.0286 |
Total P&L (%) | 381.3397 | 233.1748 | 148.1648 | 1460.9683 | 1153.4113 | 307.557 |
Avg Daily Profit (%) | 0.3661 | 0.2238 | 0.1422 | 0.2641 | 0.243 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50754 | -49853 | -42847 | -1004611 | -423282 | -855128 |
Profit Factor | 2.0363 | 2.2613 | 1.8091 | 1.5561 | 1.9479 | 1.2181 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 43.7909 | 44.1558 | 43.4211 | 43.7909 | 44.1558 | 43.4211 |
Ratio Avg Win / Avg Loss | 2.6137 | 2.8599 | 2.3573 | 1.9974 | 2.4635 | 1.5872 |
Largest Winning Trade | 81273 | 81273 | 48056 | 621096 | 621096 | 364995 |
Largest Losing Trade | -18048 | -11809 | -18048 | -204500 | -204500 | -164554 |
Avg Bars in Trades | 161 | 149 | 173 | 161 | 149 | 173 |
Avg Bars in Winners | 276 | 250 | 302 | 276 | 250 | 302 |
Avg Bars in Losers | 71 | 69 | 73 | 71 | 69 | 73 |
Bars Traded | 24651 | 11501 | 13149 | 24651 | 11501 | 13149 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406726 | -32101 | -51740 | 350390 | -32125 | -64165 |
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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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