Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781889.2536 | 479605.1768 | 302284.0768 | 5984296.826 | 336544.2971 | 5647752.5289 |
Total P&L (%) | 781.8893 | 479.6052 | 302.2841 | 5984.2968 | 336.5443 | 5647.7525 |
Avg Daily Profit (%) | 0.4332 | 0.2657 | 0.1675 | 0.2279 | 0.0817 | 0.2247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81574 | -55379 | -43053 | -2940861 | -3355074 | -1178755 |
Profit Factor | 2.3627 | 2.447 | 2.2474 | 1.3969 | 1.0382 | 1.9017 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 42.1769 | 35.1351 | 49.3151 | 42.1769 | 35.1351 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.2392 | 4.5175 | 2.3098 | 1.915 | 1.9166 | 1.9545 |
Largest Winning Trade | 313910 | 313910 | 71339 | 2966030 | 2966030 | 2096326 |
Largest Losing Trade | -23327 | -22940 | -23327 | -1020625 | -768136 | -1020625 |
Avg Bars in Trades | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Winners | 116 | 103 | 126 | 116 | 103 | 126 |
Avg Bars in Losers | 40 | 40 | 42 | 40 | 40 | 42 |
Bars Traded | 10721 | 4608 | 6112 | 10721 | 4608 | 6112 |
Profit Streak | 19.5087 | 38.1754 | 0 | 19.5087 | 38.1754 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447659 | -56847 | -60603 | 286807 | -331015 | -60365 |
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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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