Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823609.7665 | 587988.8435 | 235620.923 | 3647288.2333 | 1483797.1548 | 2163491.0785 |
Total P&L (%) | 823.6098 | 587.9888 | 235.6209 | 3647.2882 | 1483.7972 | 2163.4911 |
Avg Daily Profit (%) | 0.4686 | 0.3346 | 0.1341 | 0.2064 | 0.1573 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78097 | -123132 | -45250 | -561842 | -426286 | -452488 |
Profit Factor | 2.2363 | 2.5717 | 1.8066 | 1.7875 | 1.5956 | 2.0109 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
Profitability (%) | 42.7632 | 32.8947 | 52.6316 | 42.7632 | 32.8947 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.9931 | 5.2463 | 1.626 | 2.3925 | 3.255 | 1.8098 |
Largest Winning Trade | 347507 | 347507 | 52072 | 678478 | 678478 | 637340 |
Largest Losing Trade | -27439 | -17691 | -27439 | -452488 | -426286 | -452488 |
Avg Bars in Trades | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3452 | 1524 | 1928 | 3452 | 1524 | 1928 |
Profit Streak | 31.5257 | 53.0257 | 31.5257 | 31.5257 | 53.0257 | 31.5257 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498552 | -41178 | -58923 | 386687 | -44595 | -36630 |
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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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