Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761433.4745 | 606996.6194 | 154436.855 | 2291352.0276 | 948901.8077 | 1342450.2199 |
Total P&L (%) | 761.4335 | 606.9966 | 154.4369 | 2291.352 | 948.9018 | 1342.4502 |
Avg Daily Profit (%) | 0.4074 | 0.3248 | 0.0826 | 0.17 | 0.1258 | 0.1429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61219 | -50396 | -37291 | -1574074 | -1290142 | -798805 |
Profit Factor | 2.7647 | 3.4027 | 1.8635 | 1.3571 | 1.2589 | 1.4879 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 54.3624 | 54.6667 | 54.0541 | 54.3624 | 54.6667 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.321 | 2.8218 | 1.5839 | 1.1393 | 1.044 | 1.2647 |
Largest Winning Trade | 529117 | 529117 | 55560 | 809381 | 809381 | 426796 |
Largest Losing Trade | -41233 | -41233 | -19985 | -528138 | -458532 | -528138 |
Avg Bars in Trades | 48 | 35 | 61 | 48 | 35 | 61 |
Avg Bars in Winners | 71 | 47 | 96 | 71 | 47 | 96 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 7193 | 2670 | 4523 | 7193 | 2670 | 4523 |
Profit Streak | 6.3424 | 6.3424 | 19.8424 | 6.3424 | 6.3424 | 19.8424 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619624 | -39771 | -142193 | 372217 | -80164 | -63720 |
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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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