Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522354.82 | 280674.3409 | 241680.4791 | 1830054.9147 | 1143673.8413 | 686381.0734 |
Total P&L (%) | 522.3548 | 280.6743 | 241.6805 | 1830.0549 | 1143.6738 | 686.3811 |
Avg Daily Profit (%) | 0.3109 | 0.167 | 0.1438 | 0.1763 | 0.1501 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84921 | -89078 | -45363 | -1392962 | -746199 | -1144029 |
Profit Factor | 1.8911 | 1.8143 | 2.0006 | 1.433 | 1.5592 | 1.3146 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 40.2878 | 30.4348 | 50 | 40.2878 | 30.4348 | 50 |
Ratio Avg Win / Avg Loss | 2.8028 | 4.1469 | 2.0006 | 2.1238 | 3.564 | 1.3146 |
Largest Winning Trade | 99963 | 99963 | 51030 | 781092 | 781092 | 547912 |
Largest Losing Trade | -30118 | -30118 | -24007 | -384398 | -339891 | -384398 |
Avg Bars in Trades | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Winners | 53 | 60 | 48 | 53 | 60 | 48 |
Avg Bars in Losers | 22 | 26 | 17 | 22 | 26 | 17 |
Bars Traded | 4814 | 2525 | 2289 | 4814 | 2525 | 2289 |
Profit Streak | 42.6635 | 0 | 48.6635 | 42.6635 | 0 | 48.6635 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349851 | -98785 | -91128 | 251481 | -99176 | -122372 |
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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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