Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856508.6774 | 721739.0664 | 134769.611 | 675192.7934 | 29838.4015 | 645354.3919 |
Total P&L (%) | 856.5087 | 721.7391 | 134.7696 | 675.1928 | 29.8384 | 645.3544 |
Avg Daily Profit (%) | 0.5333 | 0.4494 | 0.0839 | 0.1276 | 0.0163 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125797 | -115555 | -88587 | -1119728 | -978416 | -519387 |
Profit Factor | 2.0331 | 2.5465 | 1.3719 | 1.1202 | 1.0094 | 1.2638 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 37.931 | 29.1667 | 46.5753 | 37.931 | 29.1667 | 46.5753 |
Ratio Avg Win / Avg Loss | 3.3269 | 6.1844 | 1.5737 | 1.8331 | 2.4514 | 1.4497 |
Largest Winning Trade | 464707 | 464707 | 52405 | 805654 | 805654 | 384618 |
Largest Losing Trade | -28679 | -28679 | -20721 | -256880 | -256880 | -197360 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3192 | 1476 | 1716 | 3192 | 1476 | 1716 |
Profit Streak | 48.9782 | 48.9782 | 136.9782 | 48.9782 | 48.9782 | 136.9782 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436884 | -75043 | -150880 | -112025 | -473379 | -97254 |
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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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