Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902737.655 | 616137.4011 | 286600.2539 | 20441781.8207 | 9858584.2819 | 10583197.5388 |
Total P&L (%) | 902.7377 | 616.1374 | 286.6003 | 20441.7818 | 9858.5843 | 10583.1975 |
Avg Daily Profit (%) | 0.4748 | 0.3241 | 0.1507 | 0.2805 | 0.2423 | 0.246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95903 | -139383 | -56176 | -7330246 | -7039211 | -2918167 |
Profit Factor | 2.3246 | 2.5577 | 2.0022 | 1.8255 | 1.5948 | 2.2925 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 49.0066 | 42.1053 | 56 | 49.0066 | 42.1053 | 56 |
Ratio Avg Win / Avg Loss | 2.4189 | 3.5169 | 1.5732 | 1.8996 | 2.1929 | 1.8013 |
Largest Winning Trade | 222136 | 222136 | 55027 | 9637421 | 9637421 | 5700750 |
Largest Losing Trade | -30040 | -30002 | -30040 | -2627133 | -2627133 | -1744270 |
Avg Bars in Trades | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Winners | 111 | 120 | 104 | 111 | 120 | 104 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 11130 | 5370 | 5760 | 11130 | 5370 | 5760 |
Profit Streak | 503.8394 | 509.8394 | 0 | 503.8394 | 509.8394 | 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 | 568883 | -37969 | -44898 | 474415 | -40548 | -43107 |
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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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