Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717128.5951 | 527877.949 | 189250.6461 | 2698810.7687 | 30887.0924 | 2667923.6764 |
Total P&L (%) | 717.1286 | 527.8779 | 189.2506 | 2698.8108 | 30.8871 | 2667.9237 |
Avg Daily Profit (%) | 0.3442 | 0.2534 | 0.0908 | 0.1601 | 0.0129 | 0.1595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89352 | -67156 | -131711 | -1719200 | -1051530 | -1037592 |
Profit Factor | 2.1316 | 2.7766 | 1.5623 | 1.4822 | 1.0103 | 2.0319 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 45.3782 | 35 | 55.9322 | 45.3782 | 35 | 55.9322 |
Ratio Avg Win / Avg Loss | 2.5659 | 5.1566 | 1.2309 | 1.7841 | 1.8762 | 1.6009 |
Largest Winning Trade | 186188 | 186188 | 62354 | 1472616 | 847363 | 1472616 |
Largest Losing Trade | -47839 | -28244 | -47839 | -857688 | -464233 | -857688 |
Avg Bars in Trades | 208 | 178 | 240 | 208 | 178 | 240 |
Avg Bars in Winners | 311 | 291 | 324 | 311 | 291 | 324 |
Avg Bars in Losers | 123 | 116 | 133 | 123 | 116 | 133 |
Bars Traded | 24859 | 10681 | 14178 | 24859 | 10681 | 14178 |
Profit Streak | 18.9837 | 18.9837 | 27.067 | 18.9837 | 18.9837 | 27.067 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481104 | -160433 | -244896 | 361587 | -560970 | -163343 |
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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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