Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555595.2595 | 315689.7666 | 239905.4929 | 3503192.653 | 2664882.9821 | 838309.6708 |
Total P&L (%) | 555.5953 | 315.6898 | 239.9055 | 3503.1927 | 2664.883 | 838.3097 |
Avg Daily Profit (%) | 0.3311 | 0.1881 | 0.143 | 0.2138 | 0.198 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65375 | -78296 | -51523 | -3394786 | -1180924 | -2591501 |
Profit Factor | 2.0083 | 2.1088 | 1.9008 | 1.4152 | 1.6946 | 1.1822 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 39.1608 | 30.9859 | 47.2222 | 39.1608 | 30.9859 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.12 | 4.6968 | 2.1244 | 2.1986 | 3.7743 | 1.3213 |
Largest Winning Trade | 108077 | 108077 | 51482 | 1295628 | 1295628 | 1176505 |
Largest Losing Trade | -19777 | -16764 | -19777 | -798590 | -511342 | -798590 |
Avg Bars in Trades | 138 | 125 | 151 | 138 | 125 | 151 |
Avg Bars in Winners | 236 | 240 | 234 | 236 | 240 | 234 |
Avg Bars in Losers | 75 | 74 | 77 | 75 | 74 | 77 |
Bars Traded | 19829 | 8921 | 10908 | 19829 | 8921 | 10908 |
Profit Streak | 40.2129 | 0 | 48.2129 | 40.2129 | 0 | 48.2129 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348686 | -82822 | -78555 | 243579 | -83120 | -114478 |
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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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