Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851991.4726 | 656307.4701 | 195684.0026 | 3205681.5929 | 2154303.897 | 1051377.6959 |
Total P&L (%) | 851.9915 | 656.3075 | 195.684 | 3205.6816 | 2154.3039 | 1051.3777 |
Avg Daily Profit (%) | 0.3526 | 0.2716 | 0.081 | 0.1449 | 0.129 | 0.1012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145884 | -75921 | -151808 | -4504586 | -3860223 | -2271432 |
Profit Factor | 2.1122 | 2.5644 | 1.5647 | 1.2239 | 1.2593 | 1.1749 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 51.3699 | 45.2055 | 57.5342 | 51.3699 | 45.2055 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.9996 | 3.1084 | 1.1549 | 1.1586 | 1.5265 | 0.8672 |
Largest Winning Trade | 343582 | 343582 | 52360 | 2832137 | 2832137 | 688089 |
Largest Losing Trade | -68926 | -31345 | -68926 | -1607916 | -1607916 | -1481572 |
Avg Bars in Trades | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Winners | 130 | 133 | 129 | 130 | 133 | 129 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 14251 | 6778 | 7473 | 14251 | 6778 | 7473 |
Profit Streak | 84.4951 | 101.6618 | 84.4951 | 84.4951 | 101.6618 | 84.4951 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550341 | -59325 | -153271 | 83860 | -92287 | -157482 |
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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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