Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246647.579 | 224867.9723 | 21779.6067 | 3268492.0569 | 803153.9435 | 2465338.1135 |
Total P&L (%) | 246.6476 | 224.868 | 21.7796 | 3268.4921 | 803.1539 | 2465.3381 |
Avg Daily Profit (%) | 0.1136 | 0.1035 | 0.01 | 0.1621 | 0.1014 | 0.1495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276459 | -74409 | -295381 | -1142177 | -1230878 | -581218 |
Profit Factor | 1.3713 | 1.8838 | 1.0531 | 1.8163 | 1.318 | 2.6672 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 72 | 34 | 38 | 70 | 33 | 37 |
Losing Trades | 34 | 19 | 15 | 36 | 20 | 16 |
Profitability (%) | 67.9245 | 64.1509 | 71.6981 | 66.0377 | 62.2642 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.6476 | 1.0527 | 0.4157 | 0.9341 | 0.7988 | 1.1534 |
Largest Winning Trade | 50042 | 50042 | 37849 | 480913 | 379245 | 480913 |
Largest Losing Trade | -164675 | -49415 | -164675 | -906785 | -906785 | -514405 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 26 | 23 | 28 | 28 | 23 | 33 |
Avg Bars in Losers | 66 | 73 | 57 | 58 | 71 | 43 |
Bars Traded | 4136 | 2198 | 1938 | 4136 | 2198 | 1938 |
Profit Streak | 73.1129 | 73.1129 | 75.6129 | 73.1129 | 73.1129 | 75.6129 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38284 | -229964 | -525153 | 436208 | -236604 | -165604 |
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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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