Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583485.4401 | 470956.082 | 112529.3581 | 2497749.2695 | 1466222.1017 | 1031527.1678 |
Total P&L (%) | 583.4854 | 470.9561 | 112.5294 | 2497.7493 | 1466.2221 | 1031.5272 |
Avg Daily Profit (%) | 0.2951 | 0.2382 | 0.0569 | 0.1649 | 0.1393 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90533 | -52060 | -100395 | -3236226 | -1741153 | -1499199 |
Profit Factor | 2.0099 | 2.6019 | 1.3966 | 1.2781 | 1.3192 | 1.235 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 56.8493 | 56.1644 | 57.5342 | 56.8493 | 56.1644 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.5256 | 2.0307 | 1.0308 | 0.9701 | 1.0296 | 0.9116 |
Largest Winning Trade | 147704 | 147704 | 89723 | 2309096 | 706462 | 2309096 |
Largest Losing Trade | -30024 | -29730 | -30024 | -1096779 | -783954 | -1096779 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 47 | 42 | 53 | 47 | 42 | 53 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 5555 | 2505 | 3050 | 5555 | 2505 | 3050 |
Profit Streak | 0 | 0 | 578.1118 | 0 | 0 | 578.1118 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501998 | -57971 | -185610 | 262624 | -77389 | -100013 |
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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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