Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454527.6356 | 113063.8452 | 341463.7904 | 1114645.0328 | -70253.0229 | 1184898.0557 |
Total P&L (%) | 454.5276 | 113.0638 | 341.4638 | 1114.645 | -70.253 | 1184.8981 |
Avg Daily Profit (%) | 0.306 | 0.0761 | 0.2299 | 0.1683 | -0.0816 | 0.172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122385 | -46807 | -123843 | -2351023 | -1125765 | -1921089 |
Profit Factor | 2.329 | 2.1588 | 2.3969 | 1.2519 | 0.9523 | 1.4014 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 21 | 16 | 5 | 21 | 16 | 5 |
Profitability (%) | 84.4444 | 76.4706 | 92.5373 | 84.4444 | 76.4706 | 92.5373 |
Ratio Avg Win / Avg Loss | 0.429 | 0.6643 | 0.1933 | 0.2306 | 0.293 | 0.113 |
Largest Winning Trade | 25178 | 18086 | 25178 | 357736 | 148387 | 357736 |
Largest Losing Trade | -75410 | -28744 | -75410 | -1218381 | -720981 | -1218381 |
Avg Bars in Trades | 29 | 6 | 52 | 29 | 6 | 52 |
Avg Bars in Winners | 16 | 3 | 26 | 16 | 3 | 26 |
Avg Bars in Losers | 103 | 16 | 380 | 103 | 16 | 380 |
Bars Traded | 4004 | 458 | 3546 | 4004 | 458 | 3546 |
Profit Streak | 234.1006 | 234.1006 | 262.7672 | 234.1006 | 234.1006 | 262.7672 |
Trades During Streak | 18 | 9 | 14 | 18 | 9 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615126 | -193957 | -100330 | 460512 | -684751 | -103160 |
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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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