Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615012.2253 | 482292.1529 | 132720.0724 | 2155275.4127 | 1691813.9233 | 463461.4893 |
Total P&L (%) | 615.0122 | 482.2922 | 132.7201 | 2155.2754 | 1691.8139 | 463.4615 |
Avg Daily Profit (%) | 0.3111 | 0.244 | 0.0671 | 0.1578 | 0.1461 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97746 | -46965 | -203196 | -893317 | -611712 | -1504206 |
Profit Factor | 1.9523 | 2.7644 | 1.3563 | 1.3868 | 1.673 | 1.1516 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 54.0323 | 56.4516 | 51.6129 | 54.0323 | 56.4516 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6609 | 2.1325 | 1.2715 | 1.1798 | 1.2906 | 1.0796 |
Largest Winning Trade | 106167 | 106167 | 81116 | 537475 | 492250 | 537475 |
Largest Losing Trade | -62079 | -33011 | -62079 | -484948 | -469474 | -484948 |
Avg Bars in Trades | 62 | 40 | 83 | 62 | 40 | 83 |
Avg Bars in Winners | 79 | 49 | 113 | 79 | 49 | 113 |
Avg Bars in Losers | 41 | 29 | 51 | 41 | 29 | 51 |
Bars Traded | 7695 | 2523 | 5172 | 7695 | 2523 | 5172 |
Profit Streak | 0 | 0 | 558.2748 | 0 | 0 | 558.2748 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487698 | -140071 | -255869 | 329139 | -148883 | -282949 |
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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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