Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428835.0883 | 262936.7485 | 165898.3398 | 2250955.4486 | 1850017.9395 | 400937.5091 |
Total P&L (%) | 428.8351 | 262.9367 | 165.8983 | 2250.9554 | 1850.0179 | 400.9375 |
Avg Daily Profit (%) | 0.4117 | 0.2524 | 0.1593 | 0.3036 | 0.2856 | 0.1548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62212 | -36933 | -46151 | -1924757 | -792445 | -1521867 |
Profit Factor | 2.2457 | 2.4728 | 2.0009 | 1.492 | 1.8916 | 1.1604 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 44.8529 | 45.5882 | 44.1176 | 44.8529 | 45.5882 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.7611 | 2.9515 | 2.5345 | 1.8345 | 2.2577 | 1.4698 |
Largest Winning Trade | 82313 | 82313 | 48746 | 975399 | 975399 | 606211 |
Largest Losing Trade | -14361 | -14361 | -13954 | -367975 | -283072 | -367975 |
Avg Bars in Trades | 180 | 170 | 190 | 180 | 170 | 190 |
Avg Bars in Winners | 286 | 261 | 313 | 286 | 261 | 313 |
Avg Bars in Losers | 93 | 93 | 93 | 93 | 93 | 93 |
Bars Traded | 24532 | 11565 | 12967 | 24532 | 11565 | 12967 |
Profit Streak | 12.5838 | 35.6255 | 0 | 12.5838 | 35.6255 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456397 | -97400 | -100670 | 369520 | -97822 | -148629 |
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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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