Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692469.068 | 449185.1122 | 243283.9559 | 1805069.9113 | 314742.9298 | 1490326.9815 |
Total P&L (%) | 692.4691 | 449.1851 | 243.284 | 1805.0699 | 314.7429 | 1490.327 |
Avg Daily Profit (%) | 0.3836 | 0.2489 | 0.1348 | 0.1634 | 0.0788 | 0.1534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72268 | -69904 | -52644 | -751546 | -816777 | -701213 |
Profit Factor | 2.0816 | 2.2386 | 1.8765 | 1.2775 | 1.0883 | 1.507 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 40.7407 | 30.8824 | 50.7463 | 40.7407 | 30.8824 | 50.7463 |
Ratio Avg Win / Avg Loss | 3.0278 | 5.0103 | 1.8213 | 1.8582 | 2.4357 | 1.4627 |
Largest Winning Trade | 352343 | 352343 | 73212 | 790809 | 790809 | 494297 |
Largest Losing Trade | -31086 | -31086 | -30736 | -389692 | -258132 | -389692 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 10723 | 4707 | 6016 | 10723 | 4707 | 6016 |
Profit Streak | 37.8397 | 37.8397 | 139.0063 | 37.8397 | 37.8397 | 139.0063 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407187 | -104048 | -124734 | 235013 | -326345 | -106212 |
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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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