Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636211.1272 | 251387.1918 | 384823.9354 | 9073765.8538 | 1863695.6962 | 7210070.1577 |
Total P&L (%) | 636.2111 | 251.3872 | 384.8239 | 9073.7659 | 1863.6957 | 7210.0702 |
Avg Daily Profit (%) | 0.4258 | 0.1683 | 0.2576 | 0.3029 | 0.1995 | 0.2877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61665 | -78275 | -41077 | -4974915 | -3133595 | -3615158 |
Profit Factor | 2.4157 | 2.0067 | 2.9273 | 1.5153 | 1.2086 | 1.8315 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 65.7718 | 58.1081 | 73.3333 | 65.7718 | 58.1081 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.2572 | 1.4467 | 1.0645 | 0.7886 | 0.8713 | 0.666 |
Largest Winning Trade | 131596 | 131596 | 34399 | 1986442 | 1973506 | 1986442 |
Largest Losing Trade | -28498 | -28498 | -23948 | -2415346 | -1371980 | -2415346 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Losers | 39 | 46 | 28 | 39 | 46 | 28 |
Bars Traded | 5713 | 3080 | 2633 | 5713 | 3080 | 2633 |
Profit Streak | 2.8321 | 0 | 28.5821 | 2.8321 | 0 | 28.5821 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525317 | -53077 | -40523 | 352201 | -57237 | -43630 |
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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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