Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542488.4809 | 316759.1317 | 225729.3492 | 2390782.7071 | 1847865.892 | 542916.8151 |
Total P&L (%) | 542.4885 | 316.7591 | 225.7293 | 2390.7827 | 1847.8659 | 542.9168 |
Avg Daily Profit (%) | 0.3218 | 0.1879 | 0.1339 | 0.1909 | 0.1763 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96408 | -91542 | -68671 | -3915510 | -1327145 | -2697441 |
Profit Factor | 1.9391 | 2.043 | 1.8238 | 1.3001 | 1.5218 | 1.1227 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 42.6573 | 38.8889 | 46.4789 | 42.6573 | 38.8889 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.6066 | 3.2105 | 2.1001 | 1.7476 | 2.3914 | 1.2928 |
Largest Winning Trade | 106518 | 106518 | 54901 | 1130485 | 1130485 | 1071780 |
Largest Losing Trade | -21119 | -16411 | -21119 | -911190 | -527669 | -911190 |
Avg Bars in Trades | 139 | 126 | 152 | 139 | 126 | 152 |
Avg Bars in Winners | 219 | 209 | 228 | 219 | 209 | 228 |
Avg Bars in Losers | 79 | 74 | 85 | 79 | 74 | 85 |
Bars Traded | 19936 | 9143 | 10793 | 19936 | 9143 | 10793 |
Profit Streak | 36.222 | 36.222 | 53.5554 | 36.222 | 36.222 | 53.5554 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405902 | -71834 | -98140 | 276081 | -72850 | -218067 |
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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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