Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671776.844 | 496093.0846 | 175683.7593 | 2736947.3861 | 1864490.9376 | 872456.4485 |
Total P&L (%) | 671.7768 | 496.0931 | 175.6838 | 2736.9474 | 1864.4909 | 872.4564 |
Avg Daily Profit (%) | 0.3795 | 0.2802 | 0.0992 | 0.1891 | 0.1683 | 0.1286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94571 | -74850 | -69035 | -4177570 | -2550838 | -2798419 |
Profit Factor | 1.7761 | 2.2551 | 1.3736 | 1.1634 | 1.2302 | 1.1008 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 51.9231 | 50 | 53.8462 | 51.9231 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.6446 | 2.2551 | 1.1774 | 1.0772 | 1.2302 | 0.9436 |
Largest Winning Trade | 110323 | 110323 | 59615 | 1255486 | 1049137 | 1255486 |
Largest Losing Trade | -40715 | -37889 | -40715 | -2561132 | -912819 | -2561132 |
Avg Bars in Trades | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Winners | 78 | 78 | 79 | 78 | 78 | 79 |
Avg Bars in Losers | 54 | 56 | 51 | 54 | 56 | 51 |
Bars Traded | 10433 | 5250 | 5182 | 10433 | 5250 | 5182 |
Profit Streak | 21.3084 | 22.4751 | 0 | 21.3084 | 22.4751 | 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 | 524073 | -21310 | -93914 | -31232 | -26485 | -166182 |
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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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