Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565974.6559 | 326715.517 | 239259.1389 | 1623683.7587 | 203480.6589 | 1420203.0998 |
Total P&L (%) | 565.9747 | 326.7155 | 239.2591 | 1623.6838 | 203.4807 | 1420.2031 |
Avg Daily Profit (%) | 0.3113 | 0.1797 | 0.1316 | 0.1567 | 0.0611 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86849 | -87384 | -35993 | -3265232 | -2933666 | -1174260 |
Profit Factor | 1.6015 | 1.6378 | 1.5581 | 1.1094 | 1.0255 | 1.2066 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 154 | 67 | 87 | 154 | 67 | 87 |
Losing Trades | 178 | 99 | 79 | 178 | 99 | 79 |
Profitability (%) | 46.3855 | 40.3614 | 52.4096 | 46.3855 | 40.3614 | 52.4096 |
Ratio Avg Win / Avg Loss | 1.8511 | 2.42 | 1.4149 | 1.2823 | 1.5153 | 1.0957 |
Largest Winning Trade | 108157 | 108157 | 72586 | 1643316 | 1643316 | 1060054 |
Largest Losing Trade | -27747 | -25954 | -27747 | -850026 | -850026 | -587654 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 7159 | 3848 | 3311 | 7159 | 3848 | 3311 |
Profit Streak | 3.2797 | 3.2797 | 20.5297 | 3.2797 | 3.2797 | 20.5297 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454847 | 250682 | -13297 | -91917 | -306280 | 332571 |
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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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