Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696743.4971 | 438001.4468 | 258742.0503 | 2621154.2799 | 199244.5215 | 2421909.7584 |
Total P&L (%) | 696.7435 | 438.0014 | 258.7421 | 2621.1543 | 199.2445 | 2421.9098 |
Avg Daily Profit (%) | 0.3844 | 0.2416 | 0.1427 | 0.1824 | 0.0605 | 0.1782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74803 | -63841 | -49856 | -1968256 | -2580702 | -944127 |
Profit Factor | 2.093 | 2.203 | 1.9465 | 1.2126 | 1.0289 | 1.4463 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 52 | 17 | 35 | 52 | 17 | 35 |
Losing Trades | 90 | 54 | 36 | 90 | 54 | 36 |
Profitability (%) | 36.6197 | 23.9437 | 49.2958 | 36.6197 | 23.9437 | 49.2958 |
Ratio Avg Win / Avg Loss | 3.6226 | 6.9978 | 2.0021 | 2.0987 | 3.2681 | 1.4876 |
Largest Winning Trade | 312444 | 312444 | 74124 | 1729096 | 1729096 | 948070 |
Largest Losing Trade | -24873 | -19505 | -24873 | -684254 | -463157 | -684254 |
Avg Bars in Trades | 150 | 128 | 173 | 150 | 128 | 173 |
Avg Bars in Winners | 268 | 276 | 264 | 268 | 276 | 264 |
Avg Bars in Losers | 82 | 81 | 84 | 82 | 81 | 84 |
Bars Traded | 21394 | 9090 | 12304 | 21394 | 9090 | 12304 |
Profit Streak | 45.4691 | 45.4691 | 54.4691 | 45.4691 | 45.4691 | 54.4691 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351126 | -108703 | -85465 | 169498 | -420707 | -77840 |
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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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