Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269610.566 | 1166391.4868 | 103219.0792 | 530401.9936 | 594861.5827 | -64459.589 |
Total P&L (%) | 1269.6106 | 1166.3915 | 103.2191 | 530.402 | 594.8616 | -64.4596 |
Avg Daily Profit (%) | 0.5343 | 0.4909 | 0.0434 | 0.0775 | 0.0816 | -0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139355 | -136299 | -54322 | -3691183 | -3321169 | -823805 |
Profit Factor | 2.5541 | 3.2303 | 1.3512 | 1.0548 | 1.0917 | 0.9798 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 45.9677 | 40.3226 | 51.6129 | 45.9677 | 40.3226 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.0022 | 4.7809 | 1.2667 | 1.2398 | 1.6158 | 0.9186 |
Largest Winning Trade | 759949 | 759949 | 38400 | 3241584 | 3241584 | 379378 |
Largest Losing Trade | -49248 | -49248 | -38493 | -1262441 | -1262441 | -506777 |
Avg Bars in Trades | 36 | 56 | 15 | 36 | 56 | 15 |
Avg Bars in Winners | 55 | 102 | 19 | 55 | 102 | 19 |
Avg Bars in Losers | 19 | 26 | 11 | 19 | 26 | 11 |
Bars Traded | 4502 | 3533 | 969 | 4502 | 3533 | 969 |
Profit Streak | 98.3816 | 98.3816 | 108.8816 | 98.3816 | 98.3816 | 108.8816 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571785 | -140963 | -287222 | -249186 | -359728 | -733513 |
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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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