Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406986.8278 | 276713.6474 | 130273.1803 | 1067938.3496 | 471261.7017 | 596676.6479 |
Total P&L (%) | 406.9868 | 276.7136 | 130.2732 | 1067.9384 | 471.2617 | 596.6766 |
Avg Daily Profit (%) | 0.3907 | 0.2657 | 0.1251 | 0.2362 | 0.1674 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68580 | -65372 | -59050 | -1026332 | -979409 | -587605 |
Profit Factor | 1.7895 | 1.9806 | 1.5584 | 1.2989 | 1.2156 | 1.4302 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 65.9722 | 63.8889 | 68.0556 | 65.9722 | 63.8889 | 68.0556 |
Ratio Avg Win / Avg Loss | 0.923 | 1.1195 | 0.7315 | 0.67 | 0.6871 | 0.6713 |
Largest Winning Trade | 40125 | 40125 | 20149 | 383228 | 383228 | 238677 |
Largest Losing Trade | -58746 | -43011 | -58746 | -775373 | -775373 | -376308 |
Avg Bars in Trades | 170 | 253 | 87 | 170 | 253 | 87 |
Avg Bars in Winners | 120 | 180 | 64 | 120 | 180 | 64 |
Avg Bars in Losers | 267 | 384 | 135 | 267 | 384 | 135 |
Bars Traded | 24549 | 18279 | 6270 | 24549 | 18279 | 6270 |
Profit Streak | 13.8422 | 0 | 39.8005 | 13.8422 | 0 | 39.8005 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465022 | -66546 | -101904 | 353084 | -72135 | -68716 |
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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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