Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505124.9445 | 361503.5394 | 143621.4051 | 1079526.6599 | 430865.0855 | 648661.5744 |
Total P&L (%) | 505.1249 | 361.5035 | 143.6214 | 1079.5267 | 430.8651 | 648.6616 |
Avg Daily Profit (%) | 0.4093 | 0.2929 | 0.1164 | 0.2001 | 0.1353 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81911 | -68972 | -67921 | -1131848 | -1023595 | -645890 |
Profit Factor | 1.5571 | 1.7496 | 1.3384 | 1.182 | 1.1269 | 1.2559 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 178 | 84 | 94 | 178 | 84 | 94 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 62.0209 | 58.7413 | 65.2778 | 62.0209 | 58.7413 | 65.2778 |
Ratio Avg Win / Avg Loss | 0.9535 | 1.2289 | 0.7119 | 0.7238 | 0.7915 | 0.668 |
Largest Winning Trade | 54875 | 54875 | 22408 | 201114 | 201114 | 186534 |
Largest Losing Trade | -66700 | -50340 | -66700 | -832182 | -832182 | -500867 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Losers | 71 | 84 | 55 | 71 | 84 | 55 |
Bars Traded | 14518 | 8490 | 6028 | 14518 | 8490 | 6028 |
Profit Streak | 6.1827 | 0 | 17.5994 | 6.1827 | 0 | 17.5994 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488478 | 416829 | -35719 | -10198 | -94032 | 329594 |
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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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