Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629564.8562 | 442279.8897 | 187284.9665 | 1321210.0432 | 1208855.9178 | 112354.1254 |
Total P&L (%) | 629.5649 | 442.2799 | 187.285 | 1321.21 | 1208.8559 | 112.3541 |
Avg Daily Profit (%) | 0.2738 | 0.1924 | 0.0815 | 0.1155 | 0.1119 | 0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115707 | -107801 | -119011 | -1631406 | -881044 | -1792588 |
Profit Factor | 1.5118 | 1.7878 | 1.28 | 1.1403 | 1.3042 | 1.0206 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 110 | 47 | 63 | 110 | 47 | 63 |
Losing Trades | 134 | 75 | 59 | 134 | 75 | 59 |
Profitability (%) | 45.082 | 38.5246 | 51.6393 | 45.082 | 38.5246 | 51.6393 |
Ratio Avg Win / Avg Loss | 1.8416 | 2.8529 | 1.1988 | 1.3891 | 2.0812 | 0.9558 |
Largest Winning Trade | 146414 | 146414 | 51377 | 457721 | 457721 | 395439 |
Largest Losing Trade | -34858 | -28347 | -34858 | -571354 | -258942 | -571354 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 36 | 37 | 34 | 36 | 37 | 34 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 6754 | 3500 | 3254 | 6754 | 3500 | 3254 |
Profit Streak | 39.0542 | 39.0542 | 42.7208 | 39.0542 | 39.0542 | 42.7208 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440261 | 254816 | -82978 | -103488 | -45802 | -347362 |
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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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