Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841148.5702 | 727611.6339 | 113536.9362 | 977186.8131 | 2699771.5812 | -1722584.7681 |
Total P&L (%) | 841.1486 | 727.6116 | 113.5369 | 977.1868 | 2699.7716 | -1722.5848 |
Avg Daily Profit (%) | 0.4512 | 0.3903 | 0.0609 | 0.1276 | 0.1789 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108782 | -51612 | -104694 | -3093667 | -897362 | -3213074 |
Profit Factor | 2.2315 | 3.616 | 1.2804 | 1.0954 | 1.7418 | 0.7393 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 55.814 | 50 | 61.5385 | 55.814 | 50 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.7666 | 3.616 | 0.8003 | 0.8672 | 1.7418 | 0.462 |
Largest Winning Trade | 415392 | 415392 | 75048 | 2082421 | 2082421 | 660232 |
Largest Losing Trade | -71390 | -20050 | -71390 | -1312390 | -410081 | -1312390 |
Avg Bars in Trades | 41 | 34 | 47 | 41 | 34 | 47 |
Avg Bars in Winners | 56 | 48 | 63 | 56 | 48 | 63 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 5322 | 2210 | 3112 | 5322 | 2210 | 3112 |
Profit Streak | 79.6126 | 79.6126 | 85.6126 | 79.6126 | 79.6126 | 85.6126 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608243 | -122178 | -242129 | -137105 | -127463 | -709598 |
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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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