Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615714.257 | 363631.2483 | 252083.0087 | 1486198.4768 | 17192.845 | 1469005.6318 |
Total P&L (%) | 615.7143 | 363.6312 | 252.083 | 1486.1985 | 17.1928 | 1469.0056 |
Avg Daily Profit (%) | 0.3394 | 0.2005 | 0.139 | 0.1525 | 0.0087 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64255 | -64573 | -52247 | -1434333 | -1560200 | -794258 |
Profit Factor | 1.8088 | 1.8394 | 1.7682 | 1.1483 | 1.003 | 1.3363 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Profitability (%) | 32.7957 | 24.7312 | 40.8602 | 32.7957 | 24.7312 | 40.8602 |
Ratio Avg Win / Avg Loss | 3.7065 | 5.5983 | 2.5593 | 2.3531 | 3.0527 | 1.9342 |
Largest Winning Trade | 263599 | 263599 | 56096 | 1050674 | 1050674 | 549735 |
Largest Losing Trade | -22136 | -22136 | -17382 | -444285 | -375625 | -444285 |
Avg Bars in Trades | 116 | 101 | 130 | 116 | 101 | 130 |
Avg Bars in Winners | 220 | 222 | 218 | 220 | 222 | 218 |
Avg Bars in Losers | 65 | 62 | 69 | 65 | 62 | 69 |
Bars Traded | 21602 | 9472 | 12130 | 21602 | 9472 | 12130 |
Profit Streak | 47.1544 | 47.1544 | 56.071 | 47.1544 | 47.1544 | 56.071 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301029 | -19630 | -7045 | -52959 | -436722 | 221935 |
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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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