Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701571.146 | 531008.8459 | 170562.3001 | 4212022.029 | 1065292.2213 | 3146729.8077 |
Total P&L (%) | 701.5711 | 531.0088 | 170.5623 | 4212.022 | 1065.2922 | 3146.7298 |
Avg Daily Profit (%) | 0.2981 | 0.2256 | 0.0725 | 0.16 | 0.1044 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84228 | -50056 | -99399 | -6045286 | -3588686 | -3166356 |
Profit Factor | 2.0851 | 2.6656 | 1.5205 | 1.2522 | 1.1148 | 1.4239 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 44 | 40 | 48 | 44 | 40 | 48 |
Ratio Avg Win / Avg Loss | 2.6538 | 3.9984 | 1.6472 | 1.5937 | 1.6722 | 1.5425 |
Largest Winning Trade | 213749 | 213749 | 69538 | 3427873 | 3427873 | 2053919 |
Largest Losing Trade | -31684 | -24236 | -31684 | -2011732 | -926273 | -2011732 |
Avg Bars in Trades | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Winners | 145 | 149 | 141 | 145 | 149 | 141 |
Avg Bars in Losers | 52 | 46 | 59 | 52 | 46 | 59 |
Bars Traded | 13984 | 6585 | 7399 | 13984 | 6585 | 7399 |
Profit Streak | 18.2115 | 0 | 27.3782 | 18.2115 | 0 | 27.3782 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426851 | -47505 | -150836 | 274160 | -207161 | -50335 |
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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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