Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775260.3466 | 591779.3689 | 183480.9776 | 775863.7935 | 541523.1071 | 234340.6864 |
Total P&L (%) | 775.2603 | 591.7794 | 183.481 | 775.8638 | 541.5231 | 234.3407 |
Avg Daily Profit (%) | 0.5237 | 0.3998 | 0.1239 | 0.1467 | 0.1256 | 0.0816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146789 | -108806 | -66230 | -890157 | -617116 | -478618 |
Profit Factor | 1.9499 | 2.3911 | 1.4696 | 1.1836 | 1.253 | 1.1123 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 41.6107 | 34.6667 | 48.6486 | 41.6107 | 34.6667 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.7362 | 4.5063 | 1.5512 | 1.6608 | 2.3614 | 1.1741 |
Largest Winning Trade | 384364 | 384364 | 66400 | 745995 | 745995 | 362103 |
Largest Losing Trade | -32863 | -21399 | -32863 | -387096 | -238340 | -387096 |
Avg Bars in Trades | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Winners | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 4342 | 1863 | 2479 | 4342 | 1863 | 2479 |
Profit Streak | 23.6909 | 34.0242 | 0 | 23.6909 | 34.0242 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448660 | -47801 | -90297 | -16340 | -86067 | -246001 |
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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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