Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449383.3067 | 122626.5762 | 326756.7305 | 1766209.799 | 631371.6041 | 1134838.1949 |
Total P&L (%) | 449.3833 | 122.6266 | 326.7567 | 1766.2098 | 631.3716 | 1134.8382 |
Avg Daily Profit (%) | 0.2938 | 0.0802 | 0.2137 | 0.1915 | 0.1302 | 0.1645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79368 | -32496 | -63762 | -2511002 | -971712 | -1542798 |
Profit Factor | 1.8692 | 1.6066 | 2.0379 | 1.2262 | 1.2118 | 1.2351 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 48.9209 | 43.4783 | 54.2857 | 48.9209 | 43.4783 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9517 | 2.0885 | 1.7161 | 1.2803 | 1.5753 | 1.04 |
Largest Winning Trade | 63278 | 59614 | 63278 | 735151 | 735151 | 622323 |
Largest Losing Trade | -37328 | -18689 | -37328 | -999353 | -392779 | -999353 |
Avg Bars in Trades | 130 | 62 | 196 | 130 | 62 | 196 |
Avg Bars in Winners | 188 | 93 | 262 | 188 | 93 | 262 |
Avg Bars in Losers | 74 | 39 | 118 | 74 | 39 | 118 |
Bars Traded | 18120 | 4340 | 13780 | 18120 | 4340 | 13780 |
Profit Streak | 27.968 | 0 | 36.1347 | 27.968 | 0 | 36.1347 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448558 | -187349 | -81023 | 291135 | -122640 | -85213 |
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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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