Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329770.7744 | 144347.8541 | 185422.9203 | 1055061.6766 | 60478.8004 | 994582.8762 |
Total P&L (%) | 329.7708 | 144.3479 | 185.4229 | 1055.0617 | 60.4788 | 994.5829 |
Avg Daily Profit (%) | 0.1759 | 0.077 | 0.0989 | 0.1306 | 0.0252 | 0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67349 | -70900 | -35835 | -621545 | -725546 | -264469 |
Profit Factor | 2.1275 | 1.8471 | 2.519 | 1.4975 | 1.0421 | 2.4503 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 85.7143 | 83.5616 | 87.8378 | 85.7143 | 83.5616 | 87.8378 |
Ratio Avg Win / Avg Loss | 0.3546 | 0.3634 | 0.3488 | 0.2496 | 0.205 | 0.3393 |
Largest Winning Trade | 23907 | 23907 | 15225 | 139111 | 94485 | 139111 |
Largest Losing Trade | -60181 | -60181 | -30140 | -621545 | -621545 | -264469 |
Avg Bars in Trades | 36 | 47 | 25 | 36 | 47 | 25 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 179 | 226 | 117 | 179 | 226 | 117 |
Bars Traded | 5319 | 3462 | 1856 | 5319 | 3462 | 1856 |
Profit Streak | 51.2679 | 51.2679 | 61.2679 | 51.2679 | 51.2679 | 61.2679 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556087 | -155396 | -116672 | -11898 | -401600 | -77969 |
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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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