Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126070.0799 | 250606.6949 | -124536.6149 | 4987112.5686 | 2000191.2307 | 2986921.3378 |
Total P&L (%) | 126.0701 | 250.6067 | -124.5366 | 4987.1126 | 2000.1912 | 2986.9213 |
Avg Daily Profit (%) | 0.0579 | 0.1151 | -0.0572 | 0.1806 | 0.1399 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -542451 | -74598 | -506752 | -1692364 | -1238973 | -723544 |
Profit Factor | 1.1389 | 1.8988 | 0.802 | 2.198 | 1.902 | 2.5353 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 71.875 | 70.8333 | 72.9167 | 71.875 | 70.8333 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.4456 | 0.7819 | 0.2979 | 0.8601 | 0.7832 | 0.9417 |
Largest Winning Trade | 54603 | 54603 | 44709 | 539767 | 490190 | 539767 |
Largest Losing Trade | -400730 | -47872 | -400730 | -765553 | -765553 | -554752 |
Avg Bars in Trades | 85 | 95 | 76 | 85 | 95 | 76 |
Avg Bars in Winners | 58 | 60 | 56 | 62 | 65 | 60 |
Avg Bars in Losers | 156 | 179 | 132 | 144 | 166 | 121 |
Bars Traded | 8249 | 4560 | 3689 | 8249 | 4560 | 3689 |
Profit Streak | 138.4316 | 145.4316 | 138.4316 | 138.4316 | 145.4316 | 138.4316 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180301 | -34810 | -576757 | 505027 | -1289 | 495036 |
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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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