Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291282.1628 | 284216.1809 | 7065.9818 | 5743253.2298 | 2349086.7693 | 3394166.4605 |
Total P&L (%) | 291.2822 | 284.2162 | 7.066 | 5743.2532 | 2349.0868 | 3394.1665 |
Avg Daily Profit (%) | 0.1336 | 0.1303 | 0.0032 | 0.1867 | 0.1468 | 0.1631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342769 | -56549 | -366178 | -1000875 | -819738 | -537108 |
Profit Factor | 1.3625 | 2.1403 | 1.0127 | 2.3228 | 1.9829 | 2.7391 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 81 | 40 | 41 | 79 | 39 | 40 |
Losing Trades | 30 | 15 | 15 | 32 | 16 | 16 |
Profitability (%) | 72.973 | 72.7273 | 73.2143 | 71.1712 | 70.9091 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5046 | 0.8026 | 0.3705 | 0.9409 | 0.8135 | 1.0956 |
Largest Winning Trade | 52703 | 52703 | 45150 | 715850 | 715850 | 644969 |
Largest Losing Trade | -290595 | -36615 | -290595 | -540634 | -540634 | -427608 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 42 | 45 | 39 | 44 | 44 | 43 |
Avg Bars in Losers | 89 | 97 | 82 | 83 | 95 | 71 |
Bars Traded | 6137 | 3277 | 2860 | 6137 | 3277 | 2860 |
Profit Streak | 75.6352 | 0 | 246.3018 | 75.6352 | 0 | 246.3018 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11826 | -194868 | -738036 | 484000 | -173077 | -163994 |
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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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