Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36312.1478 | 138625.7714 | -102313.6236 | 4298222.2489 | 907132.2979 | 3391089.9511 |
Total P&L (%) | 36.3121 | 138.6258 | -102.3136 | 4298.2222 | 907.1323 | 3391.09 |
Avg Daily Profit (%) | 0.0192 | 0.0733 | -0.0541 | 0.2002 | 0.1222 | 0.188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255948 | -33189 | -258343 | -1587097 | -423943 | -1211170 |
Profit Factor | 1.0504 | 2.0521 | 0.8262 | 1.9459 | 1.5266 | 2.2018 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 110 | 52 | 58 | 66 | 34 | 32 |
Losing Trades | 31 | 19 | 12 | 75 | 37 | 38 |
Profitability (%) | 78.0142 | 73.2394 | 82.8571 | 46.8085 | 47.8873 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.296 | 0.7498 | 0.1709 | 2.2112 | 1.6613 | 2.6147 |
Largest Winning Trade | 25144 | 18298 | 25144 | 2128896 | 271270 | 2128896 |
Largest Losing Trade | -255948 | -28244 | -255948 | -721295 | -423943 | -721295 |
Avg Bars in Trades | 76 | 31 | 121 | 76 | 31 | 121 |
Avg Bars in Winners | 39 | 17 | 59 | 90 | 36 | 147 |
Avg Bars in Losers | 208 | 72 | 423 | 64 | 28 | 100 |
Bars Traded | 10796 | 2269 | 8527 | 10796 | 2269 | 8527 |
Profit Streak | 104.3049 | 104.3049 | 125.3049 | 104.3049 | 104.3049 | 125.3049 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -330758 | -176277 | -669338 | 444180 | -113322 | -82546 |
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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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