Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672540.6516 | 476265.2773 | 196275.3742 | 793446.9964 | 188799.2888 | 604647.7076 |
Total P&L (%) | 672.5407 | 476.2653 | 196.2754 | 793.447 | 188.7993 | 604.6477 |
Avg Daily Profit (%) | 0.4519 | 0.32 | 0.1319 | 0.1472 | 0.0713 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176934 | -148065 | -86799 | -4867552 | -3291137 | -2517269 |
Profit Factor | 1.5572 | 1.6882 | 1.3811 | 1.0361 | 1.0159 | 1.0597 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 129 | 51 | 78 | 129 | 51 | 78 |
Losing Trades | 156 | 92 | 64 | 156 | 92 | 64 |
Profitability (%) | 45.2632 | 35.6643 | 54.9296 | 45.2632 | 35.6643 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.8831 | 3.0454 | 1.1332 | 1.2529 | 1.8326 | 0.8695 |
Largest Winning Trade | 330100 | 330100 | 33100 | 1071181 | 1071181 | 936282 |
Largest Losing Trade | -27599 | -27599 | -24130 | -876903 | -676988 | -876903 |
Avg Bars in Trades | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Winners | 80 | 92 | 72 | 80 | 92 | 72 |
Avg Bars in Losers | 46 | 51 | 39 | 46 | 51 | 39 |
Bars Traded | 17605 | 9419 | 8186 | 17605 | 9419 | 8186 |
Profit Streak | 18.7619 | 18.7619 | 21.7619 | 18.7619 | 18.7619 | 21.7619 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492170 | 239608 | -15381 | -176213 | -304876 | -172903 |
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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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