Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413382.7812 | 353879.2134 | 59503.5678 | 188401.4993 | 13281.3322 | 175120.1672 |
Total P&L (%) | 413.3828 | 353.8792 | 59.5036 | 188.4015 | 13.2813 | 175.1202 |
Avg Daily Profit (%) | 0.1873 | 0.1604 | 0.027 | 0.048 | 0.0057 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134779 | -143649 | -34738 | -2080587 | -1798819 | -652184 |
Profit Factor | 1.6259 | 1.6382 | 1.5615 | 1.0363 | 1.0031 | 1.1887 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 42.963 | 35.8209 | 50 | 42.963 | 35.8209 | 50 |
Ratio Avg Win / Avg Loss | 2.1585 | 2.9351 | 1.5615 | 1.3758 | 1.7973 | 1.1887 |
Largest Winning Trade | 125887 | 125887 | 13990 | 1255444 | 1255444 | 170134 |
Largest Losing Trade | -46211 | -46211 | -13401 | -608050 | -608050 | -308862 |
Avg Bars in Trades | 64 | 124 | 4 | 64 | 124 | 4 |
Avg Bars in Winners | 78 | 182 | 5 | 78 | 182 | 5 |
Avg Bars in Losers | 53 | 91 | 4 | 53 | 91 | 4 |
Bars Traded | 8649 | 8319 | 330 | 8649 | 8319 | 330 |
Profit Streak | 14.7229 | 0 | 65.2229 | 14.7229 | 0 | 65.2229 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316842 | -112087 | -263100 | -311123 | -587417 | -252886 |
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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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