Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397676.7044 | 148365.5225 | 249311.1819 | 1594525.0678 | -1019006.496 | 2613531.5637 |
Total P&L (%) | 397.6767 | 148.3655 | 249.3112 | 1594.5251 | -1019.0065 | 2613.5316 |
Avg Daily Profit (%) | 0.1672 | 0.0624 | 0.1048 | 0.1191 | 0 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69814 | -109828 | -36690 | -3057580 | -4028427 | -641434 |
Profit Factor | 2.0446 | 1.625 | 2.7397 | 1.1754 | 0.827 | 1.8167 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 74.2138 | 75 | 73.4177 | 74.2138 | 75 | 73.4177 |
Ratio Avg Win / Avg Loss | 0.7104 | 0.5417 | 0.992 | 0.4084 | 0.2757 | 0.6578 |
Largest Winning Trade | 50072 | 37696 | 50072 | 654087 | 496911 | 654087 |
Largest Losing Trade | -41070 | -41070 | -29642 | -1521532 | -1521532 | -603964 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 64 | 88 | 41 | 64 | 88 | 41 |
Bars Traded | 4250 | 2453 | 1797 | 4250 | 2453 | 1797 |
Profit Streak | 169.2326 | 169.2326 | 244.2326 | 169.2326 | 169.2326 | 244.2326 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491999 | -124695 | -72611 | -57693 | -596136 | -28568 |
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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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