Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584318.2903 | 432639.0129 | 151679.2774 | 1195136.6281 | 570072.6224 | 625064.0057 |
Total P&L (%) | 584.3183 | 432.639 | 151.6793 | 1195.1366 | 570.0726 | 625.064 |
Avg Daily Profit (%) | 0.3611 | 0.2674 | 0.0937 | 0.1584 | 0.1176 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76154 | -139529 | -82668 | -968819 | -1329358 | -725474 |
Profit Factor | 1.9307 | 2.3227 | 1.5044 | 1.2447 | 1.2074 | 1.2929 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 46.6216 | 44.5946 | 48.6486 | 46.6216 | 44.5946 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.2106 | 2.8857 | 1.588 | 1.4251 | 1.5 | 1.3647 |
Largest Winning Trade | 190081 | 190081 | 54106 | 819529 | 819529 | 283588 |
Largest Losing Trade | -44461 | -44461 | -28830 | -593089 | -593089 | -253751 |
Avg Bars in Trades | 127 | 129 | 125 | 127 | 129 | 125 |
Avg Bars in Winners | 183 | 191 | 175 | 183 | 191 | 175 |
Avg Bars in Losers | 78 | 78 | 77 | 78 | 78 | 77 |
Bars Traded | 18822 | 9550 | 9272 | 18822 | 9550 | 9272 |
Profit Streak | 0 | 0 | 494.4171 | 0 | 0 | 494.4171 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437734 | -53940 | -129392 | 234222 | -101474 | -93018 |
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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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