Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836355.3353 | 612589.1369 | 223766.1984 | 6788509.6901 | 514372.006 | 6274137.6841 |
Total P&L (%) | 836.3553 | 612.5891 | 223.7662 | 6788.5097 | 514.372 | 6274.1377 |
Avg Daily Profit (%) | 0.4015 | 0.294 | 0.1074 | 0.2034 | 0.0872 | 0.1996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114963 | -63706 | -133076 | -3379376 | -3073638 | -1719401 |
Profit Factor | 2.1978 | 2.9238 | 1.5892 | 1.6499 | 1.0849 | 2.4291 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 44.6281 | 40 | 49.1803 | 44.6281 | 40 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.7269 | 4.3857 | 1.6421 | 2.0471 | 1.6274 | 2.5101 |
Largest Winning Trade | 237507 | 237507 | 66143 | 2415687 | 2415687 | 1823529 |
Largest Losing Trade | -31508 | -23075 | -31508 | -1267504 | -1009733 | -1267504 |
Avg Bars in Trades | 203 | 179 | 227 | 203 | 179 | 227 |
Avg Bars in Winners | 324 | 296 | 346 | 324 | 296 | 346 |
Avg Bars in Losers | 106 | 101 | 111 | 106 | 101 | 111 |
Bars Traded | 24626 | 10769 | 13857 | 24626 | 10769 | 13857 |
Profit Streak | 16.8412 | 0 | 28.3412 | 16.8412 | 0 | 28.3412 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458834 | -158922 | -208092 | 359817 | -375474 | -148795 |
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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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