Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546326.874 | 371651.8539 | 174675.0201 | 1321462.1423 | 42195.0585 | 1279267.0838 |
Total P&L (%) | 546.3269 | 371.6519 | 174.675 | 1321.4621 | 42.1951 | 1279.2671 |
Avg Daily Profit (%) | 0.2953 | 0.2009 | 0.0944 | 0.1436 | 0.019 | 0.1419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128415 | -78277 | -103239 | -4651479 | -2372655 | -3894550 |
Profit Factor | 1.8094 | 2.2032 | 1.4771 | 1.0827 | 1.0062 | 1.1392 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 57.7778 | 55.8824 | 59.7015 | 57.7778 | 55.8824 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.3222 | 1.7394 | 0.997 | 0.7912 | 0.7944 | 0.769 |
Largest Winning Trade | 72583 | 72583 | 52798 | 1575687 | 815053 | 1575687 |
Largest Losing Trade | -53310 | -49929 | -53310 | -1729736 | -1011817 | -1729736 |
Avg Bars in Trades | 79 | 56 | 102 | 79 | 56 | 102 |
Avg Bars in Winners | 74 | 55 | 92 | 74 | 55 | 92 |
Avg Bars in Losers | 85 | 57 | 116 | 85 | 57 | 116 |
Bars Traded | 10665 | 3823 | 6842 | 10665 | 3823 | 6842 |
Profit Streak | 0 | 0 | 36.0922 | 0 | 0 | 36.0922 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451410 | -96596 | -181858 | -130855 | -493244 | -186602 |
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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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