Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391530.0843 | 38070.3534 | 353459.7309 | 1138713.5278 | 200157.2058 | 938556.3219 |
Total P&L (%) | 391.5301 | 38.0704 | 353.4597 | 1138.7135 | 200.1572 | 938.5563 |
Avg Daily Profit (%) | 0.2553 | 0.0248 | 0.2305 | 0.1642 | 0.0717 | 0.1527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129288 | -61874 | -115859 | -1511385 | -478659 | -1235266 |
Profit Factor | 1.9945 | 1.1876 | 2.8528 | 1.404 | 1.1911 | 1.5297 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 132 | 59 | 73 | 132 | 59 | 73 |
Losing Trades | 31 | 23 | 8 | 31 | 23 | 8 |
Profitability (%) | 80.9816 | 71.9512 | 90.1235 | 80.9816 | 71.9512 | 90.1235 |
Ratio Avg Win / Avg Loss | 0.4684 | 0.463 | 0.3126 | 0.3297 | 0.4643 | 0.1676 |
Largest Winning Trade | 29278 | 15146 | 29278 | 361220 | 151211 | 361220 |
Largest Losing Trade | -68191 | -41184 | -68191 | -1008662 | -202129 | -1008662 |
Avg Bars in Trades | 17 | 8 | 26 | 17 | 8 | 26 |
Avg Bars in Winners | 10 | 3 | 15 | 10 | 3 | 15 |
Avg Bars in Losers | 47 | 19 | 129 | 47 | 19 | 129 |
Bars Traded | 2821 | 674 | 2147 | 2821 | 674 | 2147 |
Profit Streak | 7.0612 | 98.5612 | 0 | 7.0612 | 98.5612 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546585 | -177634 | 144738 | 463027 | -108838 | 33314 |
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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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