Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618691.1265 | 506476.9218 | 112214.2047 | 1711896.5209 | 912847.0261 | 799049.4948 |
Total P&L (%) | 618.6911 | 506.4769 | 112.2142 | 1711.8965 | 912.847 | 799.0495 |
Avg Daily Profit (%) | 0.3487 | 0.2855 | 0.0633 | 0.1634 | 0.1306 | 0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68026 | -45560 | -81223 | -1363747 | -866318 | -741660 |
Profit Factor | 2.1814 | 3.3145 | 1.3681 | 1.4018 | 1.4839 | 1.3366 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 39.2308 | 33.8462 | 44.6154 | 39.2308 | 33.8462 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.3791 | 6.4783 | 1.6983 | 2.1714 | 2.9003 | 1.6592 |
Largest Winning Trade | 199949 | 199949 | 78039 | 1108219 | 721321 | 1108219 |
Largest Losing Trade | -33608 | -15307 | -33608 | -415252 | -243718 | -415252 |
Avg Bars in Trades | 159 | 135 | 183 | 159 | 135 | 183 |
Avg Bars in Winners | 311 | 272 | 340 | 311 | 272 | 340 |
Avg Bars in Losers | 62 | 65 | 57 | 62 | 65 | 57 |
Bars Traded | 20784 | 8825 | 11959 | 20784 | 8825 | 11959 |
Profit Streak | 0 | 0 | 17.8436 | 0 | 0 | 17.8436 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346173 | -123134 | -240345 | 205154 | -154184 | -159298 |
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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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