Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050687.8663 | 932088.6886 | 118599.1777 | 1851827.7846 | -22750.433 | 1874578.2176 |
Total P&L (%) | 1050.6879 | 932.0887 | 118.5992 | 1851.8278 | -22.7504 | 1874.5782 |
Avg Daily Profit (%) | 0.4524 | 0.4013 | 0.0511 | 0.128 | -0.0111 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121439 | -145118 | -173626 | -5668682 | -3863943 | -1887271 |
Profit Factor | 2.1091 | 2.9248 | 1.2561 | 1.1415 | 0.9972 | 1.3755 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 36.6906 | 33.3333 | 40 | 36.6906 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 3.6393 | 5.8496 | 1.8842 | 1.9696 | 1.9944 | 2.0633 |
Largest Winning Trade | 364590 | 364590 | 65833 | 3065051 | 3065051 | 2505260 |
Largest Losing Trade | -63678 | -51562 | -63678 | -2718155 | -2718155 | -479149 |
Avg Bars in Trades | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Winners | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Losers | 18 | 23 | 13 | 18 | 23 | 13 |
Bars Traded | 4452 | 2414 | 2038 | 4452 | 2414 | 2038 |
Profit Streak | 17.5711 | 0 | 30.0711 | 17.5711 | 0 | 30.0711 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358749 | -93096 | -221321 | -89704 | -686439 | -116903 |
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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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