Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148777.7813 | 260617.3027 | -111839.5214 | 1763564.612 | 1083485.5347 | 680079.0773 |
Total P&L (%) | 148.7778 | 260.6173 | -111.8395 | 1763.5646 | 1083.4855 | 680.0791 |
Avg Daily Profit (%) | 0.1193 | 0.2089 | -0.0897 | 0.2348 | 0.1983 | 0.1648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -368341 | -57734 | -344985 | -1011945 | -705286 | -886819 |
Profit Factor | 1.1953 | 2.2803 | 0.7996 | 1.5311 | 1.7769 | 1.3531 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 75 | 35 | 40 | 79 | 38 | 41 |
Losing Trades | 29 | 17 | 12 | 25 | 14 | 11 |
Profitability (%) | 72.1154 | 67.3077 | 76.9231 | 75.9615 | 73.0769 | 78.8462 |
Ratio Avg Win / Avg Loss | 0.4622 | 1.1076 | 0.2399 | 0.4845 | 0.6547 | 0.363 |
Largest Winning Trade | 32852 | 32852 | 30965 | 348867 | 280096 | 348867 |
Largest Losing Trade | -263979 | -40865 | -263979 | -765990 | -564408 | -765990 |
Avg Bars in Trades | 137 | 145 | 130 | 137 | 145 | 130 |
Avg Bars in Winners | 89 | 86 | 91 | 106 | 110 | 103 |
Avg Bars in Losers | 263 | 265 | 261 | 236 | 239 | 232 |
Bars Traded | 14332 | 7542 | 6791 | 14332 | 7542 | 6791 |
Profit Streak | 26.4874 | 26.4874 | 47.4041 | 26.4874 | 26.4874 | 47.4041 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36193 | -165867 | -755925 | 489114 | -167432 | -168419 |
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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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