Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735876.9495 | 571023.6361 | 164853.3133 | 1412064.2655 | -886630.1104 | 2298694.376 |
Total P&L (%) | 735.8769 | 571.0236 | 164.8533 | 1412.0643 | -886.6301 | 2298.6944 |
Avg Daily Profit (%) | 0.3112 | 0.2414 | 0.0697 | 0.1149 | 0 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97074 | -92805 | -138696 | -2542873 | -2836106 | -885316 |
Profit Factor | 1.7539 | 2.1554 | 1.3421 | 1.1582 | 0.8355 | 1.6504 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 40 | 34.4086 | 45.6522 | 40 | 34.4086 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.6308 | 4.1087 | 1.5977 | 1.7374 | 1.5927 | 1.9648 |
Largest Winning Trade | 256645 | 256645 | 56972 | 1452514 | 1452514 | 1072823 |
Largest Losing Trade | -36840 | -18388 | -36840 | -649071 | -649071 | -425254 |
Avg Bars in Trades | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Winners | 130 | 122 | 135 | 130 | 122 | 135 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 14019 | 6218 | 7801 | 14019 | 6218 | 7801 |
Profit Streak | 0 | 0 | 28.9142 | 0 | 0 | 28.9142 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338145 | 220425 | -99873 | -87450 | -584369 | -11461 |
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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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