Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720903.0631 | 545352.9343 | 175550.1288 | 1595671.4511 | 558229.5155 | 1037441.9356 |
Total P&L (%) | 720.9031 | 545.3529 | 175.5501 | 1595.6715 | 558.2295 | 1037.4419 |
Avg Daily Profit (%) | 0.4476 | 0.3386 | 0.109 | 0.1759 | 0.1171 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109860 | -125924 | -70655 | -565306 | -567177 | -361139 |
Profit Factor | 1.6991 | 2.0645 | 1.3383 | 1.4074 | 1.2688 | 1.5638 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 44.5378 | 39.4958 | 49.5798 | 44.5378 | 39.4958 | 49.5798 |
Ratio Avg Win / Avg Loss | 2.1158 | 3.1627 | 1.361 | 1.7526 | 1.9437 | 1.5903 |
Largest Winning Trade | 304021 | 304021 | 36584 | 344187 | 344187 | 291441 |
Largest Losing Trade | -32152 | -20247 | -32152 | -195053 | -171061 | -195053 |
Avg Bars in Trades | 13 | 17 | 9 | 13 | 17 | 9 |
Avg Bars in Winners | 19 | 27 | 12 | 19 | 27 | 12 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 3187 | 2058 | 1129 | 3187 | 2058 | 1129 |
Profit Streak | 103.6027 | 104.1027 | 103.6027 | 103.6027 | 104.1027 | 103.6027 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516969 | 379237 | -45880 | 384108 | -37898 | 421099 |
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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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