Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643173.2197 | 509075.8695 | 134097.3502 | 4173945.4764 | 3314500.4713 | 859445.0051 |
Total P&L (%) | 643.1732 | 509.0759 | 134.0974 | 4173.9455 | 3314.5005 | 859.445 |
Avg Daily Profit (%) | 0.3253 | 0.2575 | 0.0678 | 0.1901 | 0.1787 | 0.1144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96157 | -38704 | -84424 | -2905146 | -1552706 | -2042419 |
Profit Factor | 2.234 | 2.9691 | 1.5105 | 1.334 | 1.5057 | 1.1446 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 60 | 61.6438 | 58.3333 | 60 | 61.6438 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4894 | 1.8475 | 1.0789 | 0.8893 | 0.9369 | 0.8176 |
Largest Winning Trade | 158194 | 158194 | 88803 | 2285717 | 2154949 | 2285717 |
Largest Losing Trade | -46263 | -24725 | -46263 | -1679214 | -1339910 | -1679214 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Losers | 25 | 19 | 30 | 25 | 19 | 30 |
Bars Traded | 5634 | 2553 | 3081 | 5634 | 2553 | 3081 |
Profit Streak | 0 | 0 | 586.548 | 0 | 0 | 586.548 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501469 | -55971 | -178138 | 297298 | -62640 | -180059 |
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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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