Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670545.8074 | 408999.8424 | 261545.965 | 4501065.088 | 1528202.0868 | 2972863.0012 |
Total P&L (%) | 670.5458 | 408.9998 | 261.546 | 4501.0651 | 1528.2021 | 2972.863 |
Avg Daily Profit (%) | 0.3511 | 0.2142 | 0.137 | 0.2007 | 0.1462 | 0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124866 | -78594 | -131098 | -3177346 | -2655763 | -3353241 |
Profit Factor | 1.8846 | 2.1804 | 1.6356 | 1.2599 | 1.1712 | 1.3541 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 55.1095 | 51.0949 | 59.1241 | 55.1095 | 51.0949 | 59.1241 |
Ratio Avg Win / Avg Loss | 1.5352 | 2.0869 | 1.1308 | 1.0263 | 1.121 | 0.9362 |
Largest Winning Trade | 177912 | 177912 | 54075 | 1810460 | 1609076 | 1810460 |
Largest Losing Trade | -43114 | -32801 | -43114 | -3177346 | -2486425 | -3177346 |
Avg Bars in Trades | 26 | 34 | 19 | 26 | 34 | 19 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 20 | 30 | 8 | 20 | 30 | 8 |
Bars Traded | 7363 | 4696 | 2667 | 7363 | 4696 | 2667 |
Profit Streak | 3.6075 | 11.3575 | 0 | 3.6075 | 11.3575 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529117 | 465561 | -6946 | 348233 | -28576 | 283678 |
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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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