Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895455.2702 | 730784.8479 | 164670.4224 | 3745563.0117 | 1351127.9761 | 2394435.0356 |
Total P&L (%) | 895.4553 | 730.7848 | 164.6704 | 3745.563 | 1351.128 | 2394.435 |
Avg Daily Profit (%) | 0.4807 | 0.3923 | 0.0884 | 0.1961 | 0.1437 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74829 | -52981 | -69693 | -3130497 | -1667687 | -1711828 |
Profit Factor | 2.8932 | 4.0939 | 1.6954 | 1.4037 | 1.277 | 1.5441 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 30.2817 | 26.7606 | 33.8028 | 30.2817 | 26.7606 | 33.8028 |
Ratio Avg Win / Avg Loss | 6.661 | 11.2043 | 3.3202 | 3.2318 | 3.495 | 3.0239 |
Largest Winning Trade | 560280 | 560280 | 61570 | 2134344 | 2134344 | 1632053 |
Largest Losing Trade | -15569 | -15569 | -12685 | -546488 | -546488 | -379455 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 138 | 122 | 151 | 138 | 122 | 151 |
Avg Bars in Losers | 13 | 10 | 17 | 13 | 10 | 17 |
Bars Traded | 7309 | 2875 | 4435 | 7309 | 2875 | 4435 |
Profit Streak | 18.7662 | 28.5162 | 0 | 18.7662 | 28.5162 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332240 | -91661 | -164997 | 111654 | -108228 | -82764 |
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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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