Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622944.6945 | 368063.6111 | 254881.0834 | 1471092.9365 | 28501.0463 | 1442591.8902 |
Total P&L (%) | 622.9447 | 368.0636 | 254.8811 | 1471.0929 | 28.501 | 1442.5919 |
Avg Daily Profit (%) | 0.3435 | 0.203 | 0.1406 | 0.152 | 0.0138 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110066 | -114698 | -51665 | -998164 | -774123 | -670591 |
Profit Factor | 1.9972 | 1.9078 | 2.1623 | 1.2775 | 1.009 | 1.6746 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 43.1655 | 32.8571 | 53.6232 | 43.1655 | 32.8571 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.6296 | 3.8986 | 1.8701 | 1.682 | 2.0619 | 1.4483 |
Largest Winning Trade | 300521 | 300521 | 54189 | 550257 | 550257 | 408883 |
Largest Losing Trade | -35544 | -32885 | -35544 | -498505 | -297626 | -498505 |
Avg Bars in Trades | 154 | 157 | 151 | 154 | 157 | 151 |
Avg Bars in Winners | 210 | 250 | 186 | 210 | 250 | 186 |
Avg Bars in Losers | 111 | 111 | 110 | 111 | 111 | 110 |
Bars Traded | 21426 | 10998 | 10428 | 21426 | 10998 | 10428 |
Profit Streak | 0 | 0 | 51.7173 | 0 | 0 | 51.7173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387696 | -89855 | -101935 | 230226 | -488239 | -90966 |
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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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