Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481730.4428 | 196211.2469 | 285519.1959 | 1477234.1255 | 637919.9898 | 839314.1357 |
Total P&L (%) | 481.7304 | 196.2112 | 285.5192 | 1477.2341 | 637.92 | 839.3141 |
Avg Daily Profit (%) | 0.3223 | 0.1313 | 0.191 | 0.1847 | 0.1338 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151575 | -60529 | -114092 | -1041883 | -750624 | -803686 |
Profit Factor | 1.8254 | 1.7118 | 1.9272 | 1.3917 | 1.3462 | 1.4353 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 46.4567 | 41.2698 | 51.5625 | 46.4567 | 41.2698 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.1039 | 2.436 | 1.8104 | 1.604 | 1.9157 | 1.3483 |
Largest Winning Trade | 84795 | 84795 | 65816 | 597528 | 597528 | 391898 |
Largest Losing Trade | -36319 | -22916 | -36319 | -289357 | -289357 | -210582 |
Avg Bars in Trades | 139 | 107 | 170 | 139 | 107 | 170 |
Avg Bars in Winners | 172 | 97 | 230 | 172 | 97 | 230 |
Avg Bars in Losers | 110 | 114 | 106 | 110 | 114 | 106 |
Bars Traded | 17667 | 6758 | 10909 | 17667 | 6758 | 10909 |
Profit Streak | 0 | 19.1584 | 0 | 0 | 19.1584 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399186 | -164324 | -127773 | 310369 | -162294 | -130487 |
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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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