Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67627.8018 | 42283.866 | 25343.9358 | 2065235.9084 | 37310.6571 | 2027925.2513 |
Total P&L (%) | 67.6278 | 42.2839 | 25.3439 | 2065.2359 | 37.3107 | 2027.9253 |
Avg Daily Profit (%) | 0.0406 | 0.0254 | 0.0152 | 0.1847 | 0.019 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242369 | -24459 | -229070 | -1874579 | -295364 | -1837842 |
Profit Factor | 1.0997 | 1.3867 | 1.0446 | 1.3787 | 1.0305 | 1.4794 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 74 | 36 | 38 | 64 | 32 | 32 |
Losing Trades | 63 | 33 | 30 | 73 | 37 | 36 |
Profitability (%) | 54.0146 | 52.1739 | 55.8824 | 46.7153 | 46.3768 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.9363 | 1.2712 | 0.8247 | 1.5726 | 1.1915 | 1.6643 |
Largest Winning Trade | 52573 | 14453 | 52573 | 2883280 | 119714 | 2883280 |
Largest Losing Trade | -214375 | -8964 | -214375 | -892874 | -114385 | -892874 |
Avg Bars in Trades | 139 | 8 | 272 | 139 | 8 | 272 |
Avg Bars in Winners | 125 | 8 | 237 | 128 | 7 | 249 |
Avg Bars in Losers | 154 | 7 | 316 | 148 | 8 | 292 |
Bars Traded | 19064 | 552 | 18512 | 19064 | 552 | 18512 |
Profit Streak | 0 | 0 | 71.2798 | 0 | 0 | 71.2798 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250459 | -261496 | -456221 | 312070 | -459956 | -98984 |
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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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