Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603850.9205 | 370602.9811 | 233247.9395 | 1231479.7487 | 99332.5554 | 1132147.1933 |
Total P&L (%) | 603.8509 | 370.603 | 233.2479 | 1231.4797 | 99.3326 | 1132.1472 |
Avg Daily Profit (%) | 0.3325 | 0.204 | 0.1284 | 0.1426 | 0.038 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73596 | -100725 | -42041 | -609662 | -656158 | -247215 |
Profit Factor | 2.0016 | 2.02 | 1.9735 | 1.32 | 1.0426 | 1.7451 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 38.5965 | 28.0702 | 49.1228 | 38.5965 | 28.0702 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.1843 | 5.1763 | 2.044 | 2.0999 | 2.6718 | 1.8075 |
Largest Winning Trade | 302989 | 302989 | 71584 | 604496 | 604496 | 336441 |
Largest Losing Trade | -34646 | -31691 | -34646 | -226188 | -190365 | -226188 |
Avg Bars in Trades | 186 | 157 | 215 | 186 | 157 | 215 |
Avg Bars in Winners | 318 | 307 | 324 | 318 | 307 | 324 |
Avg Bars in Losers | 104 | 99 | 110 | 104 | 99 | 110 |
Bars Traded | 21289 | 9000 | 12289 | 21289 | 9000 | 12289 |
Profit Streak | 14.3219 | 0 | 28.3219 | 14.3219 | 0 | 28.3219 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339638 | -185121 | -197682 | -4423 | -511283 | -184449 |
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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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