Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879752.5121 | 784848.9458 | 94903.5663 | 535215.4505 | 174186.7242 | 361028.7263 |
Total P&L (%) | 879.7525 | 784.8489 | 94.9036 | 535.2155 | 174.1867 | 361.0287 |
Avg Daily Profit (%) | 0.3737 | 0.3334 | 0.0403 | 0.0786 | 0.0429 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152662 | -50204 | -135000 | -196089 | -186932 | -168913 |
Profit Factor | 2.4591 | 3.7787 | 1.2961 | 1.3531 | 1.2326 | 1.4707 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 51.145 | 48.4848 | 53.8462 | 51.145 | 48.4848 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.349 | 4.0149 | 1.111 | 1.2925 | 1.3097 | 1.2606 |
Largest Winning Trade | 683872 | 683872 | 76023 | 241142 | 119643 | 241142 |
Largest Losing Trade | -79374 | -26430 | -79374 | -163974 | -100529 | -163974 |
Avg Bars in Trades | 47 | 34 | 59 | 47 | 34 | 59 |
Avg Bars in Winners | 74 | 52 | 93 | 74 | 52 | 93 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 6170 | 2297 | 3873 | 6170 | 2297 | 3873 |
Profit Streak | 0 | 0 | 264.8355 | 0 | 0 | 264.8355 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529362 | -108692 | -269203 | -86727 | -260761 | -235299 |
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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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