Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434024.0182 | 333806.2361 | 100217.7821 | 1112911.2646 | 615203.5853 | 497707.6794 |
Total P&L (%) | 434.024 | 333.8062 | 100.2178 | 1112.9113 | 615.2036 | 497.7077 |
Avg Daily Profit (%) | 0.3469 | 0.2668 | 0.0801 | 0.1997 | 0.1574 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76076 | -39030 | -89824 | -673088 | -432350 | -408785 |
Profit Factor | 1.7666 | 2.4623 | 1.2966 | 1.5638 | 1.6893 | 1.4602 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 61.194 | 59.7015 | 62.6866 | 61.194 | 59.7015 | 62.6866 |
Ratio Avg Win / Avg Loss | 1.1203 | 1.662 | 0.7718 | 0.9917 | 1.1403 | 0.8692 |
Largest Winning Trade | 65663 | 65663 | 25036 | 336038 | 336038 | 199764 |
Largest Losing Trade | -53996 | -36638 | -53996 | -249871 | -249871 | -223359 |
Avg Bars in Trades | 108 | 129 | 87 | 108 | 129 | 87 |
Avg Bars in Winners | 106 | 136 | 77 | 106 | 136 | 77 |
Avg Bars in Losers | 111 | 118 | 104 | 111 | 118 | 104 |
Bars Traded | 14520 | 8672 | 5848 | 14520 | 8672 | 5848 |
Profit Streak | 19.8026 | 19.8026 | 85.7193 | 19.8026 | 19.8026 | 85.7193 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503519 | -101981 | -201224 | 393669 | -105103 | -116341 |
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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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