Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527634.4572 | 320609.9578 | 207024.4994 | 2495986.1529 | 2674404.3884 | -178418.2354 |
Total P&L (%) | 527.6345 | 320.61 | 207.0245 | 2495.9862 | 2674.4044 | -178.4182 |
Avg Daily Profit (%) | 0.3121 | 0.1897 | 0.1225 | 0.1928 | 0.1968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113181 | -63496 | -86827 | -6373805 | -1652077 | -4801607 |
Profit Factor | 1.9072 | 2.1295 | 1.6954 | 1.1749 | 1.436 | 0.9781 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 46.1538 | 39.7436 | 52.5641 | 46.1538 | 39.7436 | 52.5641 |
Ratio Avg Win / Avg Loss | 2.2251 | 3.2286 | 1.53 | 1.3707 | 2.1771 | 0.8827 |
Largest Winning Trade | 95431 | 95431 | 54802 | 2347397 | 2347397 | 1352078 |
Largest Losing Trade | -27723 | -15786 | -27723 | -1285265 | -909549 | -1285265 |
Avg Bars in Trades | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Winners | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 10033 | 4657 | 5376 | 10033 | 4657 | 5376 |
Profit Streak | 0 | 39.7084 | 0 | 0 | 39.7084 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429801 | -26316 | -60435 | -20845 | -27863 | -614903 |
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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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