Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442058.6739 | 252207.0654 | 189851.6084 | 931353.9254 | 926569.6183 | 4784.307 |
Total P&L (%) | 442.0587 | 252.2071 | 189.8516 | 931.3539 | 926.5696 | 4.7843 |
Avg Daily Profit (%) | 0.2619 | 0.1494 | 0.1125 | 0.1383 | 0.1381 | 0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107794 | -82268 | -74074 | -2047068 | -566634 | -1480434 |
Profit Factor | 1.6821 | 1.7529 | 1.6064 | 1.1589 | 1.3602 | 1.0015 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 40.7895 | 34.2105 | 47.3684 | 40.7895 | 34.2105 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.4418 | 3.3709 | 1.7849 | 1.6822 | 2.6158 | 1.1127 |
Largest Winning Trade | 107028 | 107028 | 52456 | 539463 | 539463 | 385842 |
Largest Losing Trade | -23703 | -18466 | -23703 | -406809 | -277966 | -406809 |
Avg Bars in Trades | 131 | 117 | 145 | 131 | 117 | 145 |
Avg Bars in Winners | 220 | 200 | 235 | 220 | 200 | 235 |
Avg Bars in Losers | 69 | 74 | 63 | 69 | 74 | 63 |
Bars Traded | 19990 | 8950 | 11040 | 19990 | 8950 | 11040 |
Profit Streak | 16.1808 | 18.0975 | 16.1808 | 16.1808 | 18.0975 | 16.1808 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346350 | -45301 | -89709 | -54328 | -61783 | -623724 |
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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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