Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61627.8727 | 203186.1112 | -141558.2385 | 3591214.8814 | 1933919.058 | 1657295.8234 |
Total P&L (%) | 61.6279 | 203.1861 | -141.5582 | 3591.2149 | 1933.9191 | 1657.2958 |
Avg Daily Profit (%) | 0.0499 | 0.1646 | -0.1147 | 0.2928 | 0.2444 | 0.2325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -373590 | -47422 | -353184 | -771571 | -928584 | -524889 |
Profit Factor | 1.09 | 2.2953 | 0.7318 | 2.171 | 2.3109 | 2.0413 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 75 | 36 | 39 | 73 | 37 | 36 |
Losing Trades | 30 | 16 | 14 | 32 | 15 | 17 |
Profitability (%) | 71.4286 | 69.2308 | 73.5849 | 69.5238 | 71.1538 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.436 | 1.0201 | 0.2627 | 0.9517 | 0.9369 | 0.964 |
Largest Winning Trade | 36318 | 36318 | 23322 | 755644 | 755644 | 429360 |
Largest Losing Trade | -218721 | -37143 | -218721 | -771571 | -771571 | -340030 |
Avg Bars in Trades | 135 | 139 | 130 | 135 | 139 | 130 |
Avg Bars in Winners | 85 | 90 | 80 | 103 | 107 | 99 |
Avg Bars in Losers | 259 | 250 | 270 | 207 | 218 | 197 |
Bars Traded | 14186 | 7263 | 6922 | 14186 | 7263 | 6922 |
Profit Streak | 28.2092 | 85.9592 | 28.2092 | 28.2092 | 85.9592 | 28.2092 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -245614 | -165621 | -757235 | 514103 | -165910 | -167773 |
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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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