Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789269.569 | 578504.3533 | 210765.2156 | 3656117.907 | 1857823.7168 | 1798294.1902 |
Total P&L (%) | 789.2696 | 578.5044 | 210.7652 | 3656.1179 | 1857.8237 | 1798.2942 |
Avg Daily Profit (%) | 0.4159 | 0.3048 | 0.1111 | 0.1912 | 0.1569 | 0.1552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111832 | -80797 | -83896 | -7471411 | -5544318 | -5067507 |
Profit Factor | 1.9912 | 2.4216 | 1.5413 | 1.1074 | 1.1036 | 1.1117 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 48.3444 | 41.3333 | 55.2632 | 48.3444 | 41.3333 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.1275 | 3.4371 | 1.2477 | 1.1833 | 1.5664 | 0.9 |
Largest Winning Trade | 309891 | 309891 | 45360 | 2984161 | 2984161 | 1709293 |
Largest Losing Trade | -39101 | -28022 | -39101 | -1657000 | -1139492 | -1657000 |
Avg Bars in Trades | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Winners | 103 | 105 | 100 | 103 | 105 | 100 |
Avg Bars in Losers | 46 | 50 | 41 | 46 | 50 | 41 |
Bars Traded | 11128 | 5493 | 5635 | 11128 | 5493 | 5635 |
Profit Streak | 22.5976 | 0 | 29.0976 | 22.5976 | 0 | 29.0976 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516999 | -46781 | -91130 | -93687 | -158132 | -139591 |
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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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