Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655673.1959 | 398702.1395 | 256971.0564 | 2536362.6832 | 568861.3768 | 1967501.3064 |
Total P&L (%) | 655.6732 | 398.7021 | 256.9711 | 2536.3627 | 568.8614 | 1967.5013 |
Avg Daily Profit (%) | 0.3601 | 0.2189 | 0.1411 | 0.1798 | 0.1044 | 0.1665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61890 | -72748 | -38912 | -908782 | -789014 | -573428 |
Profit Factor | 2.1622 | 2.251 | 2.0469 | 1.4085 | 1.1723 | 1.6766 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 44.4444 | 38.806 | 50 | 44.4444 | 38.806 | 50 |
Ratio Avg Win / Avg Loss | 2.7028 | 3.5497 | 2.0469 | 1.7606 | 1.8486 | 1.6766 |
Largest Winning Trade | 279073 | 279073 | 74240 | 865397 | 865397 | 678647 |
Largest Losing Trade | -38912 | -31398 | -38912 | -430671 | -239698 | -430671 |
Avg Bars in Trades | 53 | 44 | 61 | 53 | 44 | 61 |
Avg Bars in Winners | 84 | 71 | 94 | 84 | 71 | 94 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 7180 | 2982 | 4198 | 7180 | 2982 | 4198 |
Profit Streak | 53.3542 | 53.3542 | 92.8542 | 53.3542 | 53.3542 | 92.8542 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472460 | -108680 | -108583 | 335816 | -203791 | -96893 |
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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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