Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408216.7436 | 348126.8301 | 60089.9135 | 2294786.1537 | 1640241.8504 | 654544.3033 |
Total P&L (%) | 408.2167 | 348.1268 | 60.0899 | 2294.7862 | 1640.2419 | 654.5443 |
Avg Daily Profit (%) | 0.4953 | 0.4224 | 0.0729 | 0.3861 | 0.3472 | 0.2455 |
Buy And Hold Return (%) | 486.3004 | 486.3004 | 486.3004 | 486.3004 | 486.3004 | 486.3004 |
Max Trade Drawdown | -101072 | -80671 | -24625 | -928495 | -861745 | -260110 |
Profit Factor | 2.4274 | 2.8438 | 1.6184 | 1.696 | 1.6717 | 1.7656 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Losing Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Profitability (%) | 77.4834 | 84 | 71.0526 | 77.4834 | 84 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.7054 | 0.5417 | 0.6593 | 0.4929 | 0.3184 | 0.7193 |
Largest Winning Trade | 30933 | 30933 | 12741 | 268057 | 268057 | 118117 |
Largest Losing Trade | -61014 | -61014 | -15181 | -861745 | -861745 | -260110 |
Avg Bars in Trades | 60 | 112 | 9 | 60 | 112 | 9 |
Avg Bars in Winners | 36 | 62 | 5 | 36 | 62 | 5 |
Avg Bars in Losers | 144 | 372 | 20 | 144 | 372 | 20 |
Bars Traded | 9184 | 8432 | 752 | 9184 | 8432 | 752 |
Profit Streak | 1.8225 | 0 | 21.0725 | 1.8225 | 0 | 21.0725 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151386 | -206007 | -306706 | 391661 | -45497 | -94768 |
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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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