Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767143.5261 | 619992.5724 | 147150.9537 | 636926.9827 | 888926.7704 | -251999.7877 |
Total P&L (%) | 767.1435 | 619.9926 | 147.151 | 636.927 | 888.9268 | -251.9998 |
Avg Daily Profit (%) | 0.3226 | 0.2607 | 0.0619 | 0.084 | 0.0964 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130663 | -102398 | -113013 | -2791589 | -2356546 | -2171161 |
Profit Factor | 1.8946 | 2.4228 | 1.3489 | 1.061 | 1.1702 | 0.9517 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 55.2381 | 48.0769 | 62.2642 | 55.2381 | 48.0769 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.5353 | 2.6166 | 0.8175 | 0.8598 | 1.2638 | 0.5768 |
Largest Winning Trade | 174008 | 174008 | 56177 | 1171700 | 1171700 | 797232 |
Largest Losing Trade | -63036 | -40348 | -63036 | -1194427 | -970733 | -1194427 |
Avg Bars in Trades | 64 | 76 | 53 | 64 | 76 | 53 |
Avg Bars in Winners | 65 | 74 | 59 | 65 | 74 | 59 |
Avg Bars in Losers | 63 | 77 | 44 | 63 | 77 | 44 |
Bars Traded | 6796 | 3968 | 2828 | 6796 | 3968 | 2828 |
Profit Streak | 161.7879 | 170.1212 | 161.7879 | 161.7879 | 170.1212 | 161.7879 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540832 | -166662 | -289083 | -233112 | -277026 | -758277 |
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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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