Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428425.3117 | 256467.9299 | 171957.3819 | 634858.9734 | 290368.7922 | 344490.1812 |
Total P&L (%) | 428.4253 | 256.4679 | 171.9574 | 634.859 | 290.3688 | 344.4902 |
Avg Daily Profit (%) | 0.3427 | 0.2052 | 0.1376 | 0.1597 | 0.109 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94873 | -47954 | -95534 | -733598 | -613056 | -430173 |
Profit Factor | 1.8893 | 2.342 | 1.5917 | 1.3378 | 1.3194 | 1.3549 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 81.5789 | 81.5789 | 81.5789 | 81.5789 | 81.5789 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.4266 | 0.5288 | 0.3594 | 0.3021 | 0.2979 | 0.306 |
Largest Winning Trade | 27703 | 22893 | 27703 | 145044 | 111174 | 145044 |
Largest Losing Trade | -82689 | -47954 | -82689 | -613056 | -613056 | -333757 |
Avg Bars in Trades | 15 | 18 | 11 | 15 | 18 | 11 |
Avg Bars in Winners | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Losers | 46 | 62 | 31 | 46 | 62 | 31 |
Bars Traded | 2302 | 1435 | 866 | 2302 | 1435 | 866 |
Profit Streak | 7.5634 | 0 | 52.5634 | 7.5634 | 0 | 52.5634 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566023 | -35512 | -53058 | 446906 | -93779 | -78710 |
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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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