Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675272.0479 | 508203.5961 | 167068.4518 | 3803572.3976 | 1672766.7309 | 2130805.6667 |
Total P&L (%) | 675.272 | 508.2036 | 167.0685 | 3803.5724 | 1672.7667 | 2130.8057 |
Avg Daily Profit (%) | 0.4174 | 0.3141 | 0.1033 | 0.2267 | 0.1779 | 0.1921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131012 | -150832 | -90247 | -1832473 | -2392875 | -646622 |
Profit Factor | 2.0622 | 2.5443 | 1.5448 | 1.5173 | 1.3923 | 1.6898 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 34.8837 | 33.8462 | 35.9375 | 34.8837 | 33.8462 | 35.9375 |
Ratio Avg Win / Avg Loss | 3.8494 | 4.973 | 2.7538 | 2.8322 | 2.7213 | 3.0122 |
Largest Winning Trade | 179720 | 179720 | 53617 | 1373934 | 1373934 | 1030305 |
Largest Losing Trade | -21518 | -17411 | -21518 | -379442 | -341510 | -379442 |
Avg Bars in Trades | 148 | 138 | 158 | 148 | 138 | 158 |
Avg Bars in Winners | 296 | 284 | 307 | 296 | 284 | 307 |
Avg Bars in Losers | 68 | 62 | 74 | 68 | 62 | 74 |
Bars Traded | 19125 | 8972 | 10153 | 19125 | 8972 | 10153 |
Profit Streak | 497.0327 | 501.7827 | 0 | 497.0327 | 501.7827 | 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 | 319082 | -123792 | -197367 | 210121 | -128048 | -133755 |
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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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