Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612735.7558 | 361288.8467 | 251446.9092 | 1987773.0934 | -209293.3593 | 2197066.4528 |
Total P&L (%) | 612.7358 | 361.2888 | 251.4469 | 1987.7731 | -209.2934 | 2197.0665 |
Avg Daily Profit (%) | 0.3375 | 0.199 | 0.1385 | 0.1675 | 0 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64714 | -61411 | -37125 | -1992887 | -2440963 | -988423 |
Profit Factor | 1.981 | 2.0199 | 1.93 | 1.1664 | 0.9684 | 1.4131 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 33.8028 | 23.9437 | 43.662 | 33.8028 | 23.9437 | 43.662 |
Ratio Avg Win / Avg Loss | 3.8794 | 6.4161 | 2.4904 | 2.2842 | 3.0762 | 1.8234 |
Largest Winning Trade | 270673 | 270673 | 72680 | 1492596 | 1492596 | 1081942 |
Largest Losing Trade | -18869 | -16503 | -18869 | -562849 | -373419 | -562849 |
Avg Bars in Trades | 25 | 19 | 30 | 25 | 19 | 30 |
Avg Bars in Winners | 50 | 46 | 52 | 50 | 46 | 52 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3582 | 1410 | 2172 | 3582 | 1410 | 2172 |
Profit Streak | 47.4767 | 47.4767 | 56.9767 | 47.4767 | 47.4767 | 56.9767 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314964 | -109139 | -92916 | -32865 | -698591 | -78751 |
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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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