Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637755.9011 | 476767.1161 | 160988.785 | 1305592.8623 | 368124.1579 | 937468.7044 |
Total P&L (%) | 637.7559 | 476.7671 | 160.9888 | 1305.5929 | 368.1242 | 937.4687 |
Avg Daily Profit (%) | 0.3576 | 0.2673 | 0.0903 | 0.1483 | 0.0866 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135373 | -106344 | -55808 | -4504717 | -3826355 | -2595765 |
Profit Factor | 1.6823 | 1.9315 | 1.3807 | 1.0629 | 1.0313 | 1.1041 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 50.3268 | 50 | 50.6494 | 50.3268 | 50 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.6605 | 1.9315 | 1.3453 | 1.0491 | 1.0313 | 1.0758 |
Largest Winning Trade | 88124 | 88124 | 54710 | 1508032 | 1508032 | 1151562 |
Largest Losing Trade | -49236 | -43721 | -49236 | -2595765 | -1514008 | -2595765 |
Avg Bars in Trades | 34 | 45 | 23 | 34 | 45 | 23 |
Avg Bars in Winners | 39 | 52 | 26 | 39 | 52 | 26 |
Avg Bars in Losers | 29 | 38 | 19 | 29 | 38 | 19 |
Bars Traded | 5243 | 3440 | 1803 | 5243 | 3440 | 1803 |
Profit Streak | 89.2137 | 92.2137 | 89.2137 | 89.2137 | 92.2137 | 89.2137 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536627 | -36233 | -112121 | -143713 | -311583 | -163611 |
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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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