Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954210.0284 | 822770.6209 | 131439.4076 | 1073837.4603 | -1212004.6193 | 2285842.0796 |
Total P&L (%) | 954.21 | 822.7706 | 131.4394 | 1073.8375 | -1212.0046 | 2285.8421 |
Avg Daily Profit (%) | 0.4048 | 0.3491 | 0.0558 | 0.1045 | 0 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103943 | -67507 | -85851 | -4616424 | -4458482 | -1550726 |
Profit Factor | 2.1897 | 3.2143 | 1.3053 | 1.0672 | 0.8749 | 1.3629 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 54.7445 | 58.8235 | 50.7246 | 54.7445 | 58.8235 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.8101 | 2.25 | 1.268 | 0.8822 | 0.6124 | 1.324 |
Largest Winning Trade | 634575 | 634575 | 68763 | 1395256 | 1385606 | 1395256 |
Largest Losing Trade | -44546 | -35145 | -44546 | -2029341 | -2029341 | -1274573 |
Avg Bars in Trades | 100 | 87 | 113 | 100 | 87 | 113 |
Avg Bars in Winners | 115 | 93 | 139 | 115 | 93 | 139 |
Avg Bars in Losers | 82 | 77 | 86 | 82 | 77 | 86 |
Bars Traded | 13752 | 5929 | 7823 | 13752 | 5929 | 7823 |
Profit Streak | 0 | 37.5331 | 0 | 0 | 37.5331 | 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 | 537576 | -92036 | -219921 | -200308 | -688269 | -113942 |
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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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