Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673315.9282 | 394943.8395 | 278372.0887 | 3156481.7309 | -55092.8062 | 3211574.5371 |
Total P&L (%) | 673.3159 | 394.9438 | 278.3721 | 3156.4817 | -55.0928 | 3211.5745 |
Avg Daily Profit (%) | 0.3723 | 0.2184 | 0.1539 | 0.1928 | -0.0443 | 0.1937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78714 | -71227 | -43952 | -2551648 | -2951145 | -1035588 |
Profit Factor | 2.0439 | 2.0376 | 2.0529 | 1.2188 | 0.9936 | 1.5546 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 63 | 22 | 41 | 63 | 22 | 41 |
Losing Trades | 95 | 57 | 38 | 95 | 57 | 38 |
Profitability (%) | 39.8734 | 27.8481 | 51.8987 | 39.8734 | 27.8481 | 51.8987 |
Ratio Avg Win / Avg Loss | 3.082 | 5.2792 | 1.9027 | 1.8379 | 2.5744 | 1.4408 |
Largest Winning Trade | 255423 | 255423 | 56655 | 1914402 | 1914402 | 1023733 |
Largest Losing Trade | -24735 | -17251 | -24735 | -789952 | -570818 | -789952 |
Avg Bars in Trades | 135 | 119 | 150 | 135 | 119 | 150 |
Avg Bars in Winners | 219 | 223 | 217 | 219 | 223 | 217 |
Avg Bars in Losers | 79 | 79 | 78 | 79 | 79 | 78 |
Bars Traded | 21385 | 9468 | 11917 | 21385 | 9468 | 11917 |
Profit Streak | 81.2914 | 82.3747 | 81.2914 | 81.2914 | 82.3747 | 81.2914 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422781 | -31203 | -14620 | 252857 | -620854 | -16126 |
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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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