Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586542.2029 | 417205.9898 | 169336.2131 | 1161402.5032 | 911833.4129 | 249569.0903 |
Total P&L (%) | 586.5422 | 417.206 | 169.3362 | 1161.4025 | 911.8334 | 249.5691 |
Avg Daily Profit (%) | 0.3088 | 0.2196 | 0.0891 | 0.1335 | 0.1219 | 0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122880 | -73659 | -85789 | -953781 | -532802 | -692807 |
Profit Factor | 1.774 | 2.2055 | 1.4113 | 1.2907 | 1.5377 | 1.1085 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 40.146 | 35.2941 | 44.9275 | 40.146 | 35.2941 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.6448 | 4.0434 | 1.7299 | 1.9243 | 2.819 | 1.3588 |
Largest Winning Trade | 138672 | 138672 | 57281 | 635548 | 635548 | 345582 |
Largest Losing Trade | -64558 | -21664 | -64558 | -424167 | -164153 | -424167 |
Avg Bars in Trades | 82 | 63 | 100 | 82 | 63 | 100 |
Avg Bars in Winners | 128 | 91 | 157 | 128 | 91 | 157 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 11243 | 4286 | 6957 | 11243 | 4286 | 6957 |
Profit Streak | 21.9591 | 0 | 30.9591 | 21.9591 | 0 | 30.9591 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338804 | -103191 | -175468 | -16141 | -142382 | -309483 |
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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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