Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801140.6732 | 580834.6183 | 220306.0549 | 1878834.5792 | 488750.1569 | 1390084.4223 |
Total P&L (%) | 801.1407 | 580.8346 | 220.3061 | 1878.8346 | 488.7502 | 1390.0844 |
Avg Daily Profit (%) | 0.5386 | 0.3905 | 0.1481 | 0.2009 | 0.1193 | 0.1818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93934 | -116085 | -41118 | -2357042 | -2100404 | -967332 |
Profit Factor | 2.2974 | 2.4975 | 1.9593 | 1.22 | 1.0915 | 1.4348 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 74 | 44 | 30 | 74 | 44 | 30 |
Profitability (%) | 41.2698 | 30.1587 | 52.381 | 41.2698 | 30.1587 | 52.381 |
Ratio Avg Win / Avg Loss | 3.2694 | 5.7837 | 1.7812 | 1.7361 | 2.5276 | 1.3044 |
Largest Winning Trade | 384364 | 384364 | 52511 | 1925824 | 1925824 | 1054431 |
Largest Losing Trade | -36274 | -36274 | -26446 | -719849 | -719849 | -663735 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 102 | 116 | 93 | 102 | 116 | 93 |
Avg Bars in Losers | 44 | 49 | 37 | 44 | 49 | 37 |
Bars Traded | 8637 | 4417 | 4220 | 8637 | 4417 | 4220 |
Profit Streak | 21.8582 | 0 | 30.8582 | 21.8582 | 0 | 30.8582 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460613 | -140247 | -137420 | 224639 | -307264 | -137041 |
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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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