Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902220.3117 | 822111.9272 | 80108.3846 | 2114189.5457 | 457481.9768 | 1656707.5689 |
Total P&L (%) | 902.2203 | 822.1119 | 80.1084 | 2114.1895 | 457.482 | 1656.7076 |
Avg Daily Profit (%) | 0.4141 | 0.3774 | 0.0368 | 0.1423 | 0.0789 | 0.1316 |
Buy And Hold Return (%) | 265.353 | 265.353 | 265.353 | 265.353 | 265.353 | 265.353 |
Max Trade Drawdown | -219957 | -176859 | -121211 | -1284353 | -1388787 | -499541 |
Profit Factor | 2.1871 | 2.6027 | 1.3242 | 1.407 | 1.1223 | 2.14 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 55.1402 | 50.9434 | 59.2593 | 55.1402 | 50.9434 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.7793 | 2.5063 | 0.9104 | 1.1447 | 1.0807 | 1.4712 |
Largest Winning Trade | 185789 | 185789 | 31952 | 771494 | 771494 | 525016 |
Largest Losing Trade | -54117 | -54117 | -42407 | -862949 | -862949 | -499541 |
Avg Bars in Trades | 79 | 135 | 24 | 79 | 135 | 24 |
Avg Bars in Winners | 64 | 112 | 24 | 64 | 112 | 24 |
Avg Bars in Losers | 98 | 160 | 25 | 98 | 160 | 25 |
Bars Traded | 8546 | 7200 | 1346 | 8546 | 7200 | 1346 |
Profit Streak | 3.0226 | 0 | 170.2726 | 3.0226 | 0 | 170.2726 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399519 | -168439 | -488127 | -2114 | -362272 | -191544 |
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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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