Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693118.8181 | 544722.3783 | 148396.4398 | 2504408.4324 | 1859521.0798 | 644887.3526 |
Total P&L (%) | 693.1188 | 544.7224 | 148.3964 | 2504.4084 | 1859.5211 | 644.8874 |
Avg Daily Profit (%) | 0.2763 | 0.2172 | 0.0592 | 0.13 | 0.1187 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130572 | -144642 | -37285 | -3223568 | -3127429 | -1307573 |
Profit Factor | 1.9873 | 2.1879 | 1.6095 | 1.2365 | 1.2763 | 1.1671 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 52.6718 | 56.9231 | 48.4848 | 52.6718 | 56.9231 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7857 | 1.6557 | 1.7101 | 1.111 | 0.9658 | 1.24 |
Largest Winning Trade | 179549 | 179549 | 43040 | 2112141 | 2112141 | 1158326 |
Largest Losing Trade | -48209 | -48209 | -37285 | -1327691 | -1327691 | -1307573 |
Avg Bars in Trades | 109 | 177 | 42 | 109 | 177 | 42 |
Avg Bars in Winners | 117 | 167 | 59 | 117 | 167 | 59 |
Avg Bars in Losers | 101 | 190 | 27 | 101 | 190 | 27 |
Bars Traded | 14360 | 11552 | 2808 | 14360 | 11552 | 2808 |
Profit Streak | 152.0237 | 159.857 | 152.0237 | 152.0237 | 159.857 | 152.0237 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525663 | -117082 | -234301 | -17179 | -165308 | -245775 |
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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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