Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452045.6506 | 113126.5617 | 338919.0889 | 1902212.2066 | 602680.838 | 1299531.3687 |
Total P&L (%) | 452.0457 | 113.1266 | 338.9191 | 1902.2122 | 602.6808 | 1299.5314 |
Avg Daily Profit (%) | 0.3045 | 0.0762 | 0.2283 | 0.2021 | 0.1314 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79065 | -38340 | -81631 | -1118363 | -421351 | -1259350 |
Profit Factor | 2.3753 | 1.8473 | 2.7364 | 1.596 | 1.5376 | 1.6276 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 25 | 19 | 6 | 25 | 19 | 6 |
Profitability (%) | 82.9932 | 74.3243 | 91.7808 | 82.9932 | 74.3243 | 91.7808 |
Ratio Avg Win / Avg Loss | 0.4867 | 0.6382 | 0.2451 | 0.3271 | 0.5312 | 0.1458 |
Largest Winning Trade | 30183 | 24014 | 30183 | 259799 | 136295 | 259799 |
Largest Losing Trade | -69709 | -30298 | -69709 | -932802 | -319023 | -932802 |
Avg Bars in Trades | 35 | 10 | 61 | 35 | 10 | 61 |
Avg Bars in Winners | 18 | 4 | 29 | 18 | 4 | 29 |
Avg Bars in Losers | 120 | 26 | 420 | 120 | 26 | 420 |
Bars Traded | 5261 | 751 | 4511 | 5261 | 751 | 4511 |
Profit Streak | 204.2092 | 204.2092 | 262.2092 | 204.2092 | 204.2092 | 262.2092 |
Trades During Streak | 8 | 4 | 16 | 8 | 4 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597433 | -149835 | -54728 | 526182 | -76649 | -56882 |
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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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