Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657649.4678 | 506689.7856 | 150959.6822 | 2088278.0444 | 986455.9447 | 1101822.0997 |
Total P&L (%) | 657.6495 | 506.6898 | 150.9597 | 2088.278 | 986.4559 | 1101.8221 |
Avg Daily Profit (%) | 0.2801 | 0.2158 | 0.0643 | 0.1315 | 0.1017 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155981 | -50828 | -144964 | -586050 | -578557 | -330169 |
Profit Factor | 1.9583 | 2.4677 | 1.4426 | 1.5284 | 1.3706 | 1.8537 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 48.8722 | 38.806 | 59.0909 | 48.8722 | 38.806 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.0487 | 3.8914 | 0.9987 | 1.5989 | 2.1613 | 1.2833 |
Largest Winning Trade | 237161 | 237161 | 72482 | 538379 | 538379 | 243822 |
Largest Losing Trade | -37953 | -29087 | -37953 | -503251 | -503251 | -330169 |
Avg Bars in Trades | 69 | 76 | 61 | 69 | 76 | 61 |
Avg Bars in Winners | 90 | 112 | 75 | 90 | 112 | 75 |
Avg Bars in Losers | 48 | 53 | 41 | 48 | 53 | 41 |
Bars Traded | 9191 | 5125 | 4066 | 9191 | 5125 | 4066 |
Profit Streak | 0 | 0 | 74.8171 | 0 | 0 | 74.8171 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444817 | -108435 | -229820 | -14526 | -176527 | -170735 |
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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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