Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349073.9334 | 358982.6775 | -9908.7441 | 8735711.838 | 3989001.9516 | 4746709.8864 |
Total P&L (%) | 349.0739 | 358.9827 | -9.9087 | 8735.7118 | 3989.002 | 4746.7099 |
Avg Daily Profit (%) | 0.1605 | 0.165 | -0.0046 | 0.2062 | 0.1707 | 0.1786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -404569 | -61551 | -420310 | -1094461 | -953749 | -463524 |
Profit Factor | 1.3774 | 2.1602 | 0.9839 | 3.0946 | 2.4779 | 4.2258 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 63.4921 | 61.9048 | 65.0794 | 63.4921 | 61.9048 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.792 | 1.3294 | 0.5279 | 1.7794 | 1.5249 | 2.2675 |
Largest Winning Trade | 55557 | 52903 | 55557 | 1674280 | 1303132 | 1674280 |
Largest Losing Trade | -243261 | -61551 | -243261 | -817857 | -817857 | -463524 |
Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
Avg Bars in Winners | 59 | 64 | 54 | 60 | 66 | 55 |
Avg Bars in Losers | 75 | 85 | 65 | 73 | 82 | 63 |
Bars Traded | 8260 | 4568 | 3692 | 8260 | 4568 | 3692 |
Profit Streak | 115.5751 | 115.5751 | 148.8251 | 115.5751 | 115.5751 | 148.8251 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345918 | -134253 | -724151 | 627803 | -132063 | -128292 |
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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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