Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631150.5406 | 386029.2376 | 245121.3031 | 3174962.6999 | 2482970.8494 | 691991.8504 |
Total P&L (%) | 631.1505 | 386.0292 | 245.1213 | 3174.9627 | 2482.9708 | 691.9919 |
Avg Daily Profit (%) | 0.3749 | 0.2293 | 0.1456 | 0.2074 | 0.1933 | 0.123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72934 | -85070 | -51990 | -3528621 | -1304431 | -2457121 |
Profit Factor | 2.1256 | 2.1918 | 2.035 | 1.3539 | 1.5821 | 1.147 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 39.7163 | 33.8028 | 45.7143 | 39.7163 | 33.8028 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.2263 | 4.2922 | 2.4166 | 2.055 | 3.0984 | 1.3621 |
Largest Winning Trade | 220453 | 220453 | 51537 | 1737325 | 1737325 | 978121 |
Largest Losing Trade | -23018 | -18824 | -23018 | -798190 | -798190 | -795978 |
Avg Bars in Trades | 141 | 126 | 156 | 141 | 126 | 156 |
Avg Bars in Winners | 249 | 245 | 253 | 249 | 245 | 253 |
Avg Bars in Losers | 70 | 65 | 75 | 70 | 65 | 75 |
Bars Traded | 19939 | 8962 | 10977 | 19939 | 8962 | 10977 |
Profit Streak | 35.8524 | 35.8524 | 52.1857 | 35.8524 | 35.8524 | 52.1857 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393836 | -80672 | -89960 | 251661 | -81814 | -182333 |
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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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