Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343609.9075 | 151440.2261 | 192169.6814 | 1222002.7108 | 135943.9985 | 1086058.7123 |
Total P&L (%) | 343.6099 | 151.4402 | 192.1697 | 1222.0027 | 135.944 | 1086.0587 |
Avg Daily Profit (%) | 0.1835 | 0.0809 | 0.1026 | 0.1379 | 0.0458 | 0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67349 | -70261 | -35835 | -667263 | -729007 | -302692 |
Profit Factor | 2.1748 | 1.8887 | 2.5743 | 1.5313 | 1.0891 | 2.4044 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 85.906 | 83.7838 | 88 | 85.906 | 83.7838 | 88 |
Ratio Avg Win / Avg Loss | 0.3568 | 0.3656 | 0.351 | 0.2512 | 0.2108 | 0.3279 |
Largest Winning Trade | 23907 | 23907 | 15225 | 159217 | 108141 | 159217 |
Largest Losing Trade | -60181 | -60181 | -30140 | -625495 | -625495 | -302692 |
Avg Bars in Trades | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 179 | 226 | 117 | 179 | 226 | 117 |
Bars Traded | 5319 | 3466 | 1853 | 5319 | 3466 | 1853 |
Profit Streak | 49.3731 | 49.3731 | 59.3731 | 49.3731 | 49.3731 | 59.3731 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562642 | -142631 | -104099 | -1857 | -314360 | -64633 |
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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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