Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906894.9091 | 776278.459 | 130616.4501 | 972315.4141 | 627939.7059 | 344375.7082 |
Total P&L (%) | 906.8949 | 776.2785 | 130.6165 | 972.3154 | 627.9397 | 344.3757 |
Avg Daily Profit (%) | 0.4839 | 0.4142 | 0.0697 | 0.1267 | 0.106 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108932 | -74682 | -92231 | -428176 | -375933 | -244519 |
Profit Factor | 1.8997 | 2.3673 | 1.2967 | 1.3437 | 1.3647 | 1.3111 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 46.0993 | 42.2535 | 50 | 46.0993 | 42.2535 | 50 |
Ratio Avg Win / Avg Loss | 2.2212 | 3.2354 | 1.2967 | 1.5711 | 1.8651 | 1.3111 |
Largest Winning Trade | 344467 | 344467 | 43081 | 525639 | 525639 | 171599 |
Largest Losing Trade | -46418 | -45029 | -46418 | -161917 | -133355 | -161917 |
Avg Bars in Trades | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 5476 | 2950 | 2526 | 5476 | 2950 | 2526 |
Profit Streak | 43.121 | 43.121 | 91.7877 | 43.121 | 43.121 | 91.7877 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500933 | -75040 | -193309 | -22182 | -138907 | -179992 |
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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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