Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569054.1648 | 293099.9224 | 275954.2424 | 2267454.3376 | 526152.2064 | 1741302.1312 |
Total P&L (%) | 569.0542 | 293.0999 | 275.9542 | 2267.4543 | 526.1522 | 1741.3021 |
Avg Daily Profit (%) | 0.3127 | 0.161 | 0.1516 | 0.174 | 0.1008 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87477 | -102970 | -82694 | -2825437 | -1748108 | -2421348 |
Profit Factor | 1.7961 | 1.7679 | 1.8284 | 1.1785 | 1.0803 | 1.2832 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 80 | 30 | 50 | 80 | 30 | 50 |
Losing Trades | 85 | 52 | 33 | 85 | 52 | 33 |
Profitability (%) | 48.4848 | 36.5854 | 60.241 | 48.4848 | 36.5854 | 60.241 |
Ratio Avg Win / Avg Loss | 1.9083 | 3.0643 | 1.2068 | 1.2521 | 1.8724 | 0.8469 |
Largest Winning Trade | 110914 | 110914 | 51695 | 1265652 | 1265652 | 643849 |
Largest Losing Trade | -40464 | -26701 | -40464 | -1033474 | -655889 | -1033474 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Losers | 15 | 18 | 11 | 15 | 18 | 11 |
Bars Traded | 3568 | 1852 | 1716 | 3568 | 1852 | 1716 |
Profit Streak | 52.0905 | 52.0905 | 152.0905 | 52.0905 | 52.0905 | 152.0905 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517367 | 65043 | 451048 | -14437 | -197904 | 323114 |
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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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