Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561649.9451 | 500301.3207 | 61348.6244 | 835935.6541 | 1255071.5313 | -419135.8772 |
Total P&L (%) | 561.6499 | 500.3013 | 61.3486 | 835.9357 | 1255.0715 | -419.1359 |
Avg Daily Profit (%) | 0.284 | 0.253 | 0.031 | 0.1132 | 0.1319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122211 | -58174 | -169770 | -1245177 | -750766 | -1124008 |
Profit Factor | 1.9314 | 2.688 | 1.2001 | 1.1551 | 1.4513 | 0.8393 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 61.8182 | 63.6364 | 60 | 61.8182 | 63.6364 | 60 |
Ratio Avg Win / Avg Loss | 1.1929 | 1.536 | 0.8 | 0.7134 | 0.8293 | 0.5596 |
Largest Winning Trade | 132813 | 132813 | 90086 | 579999 | 579999 | 572233 |
Largest Losing Trade | -58174 | -58174 | -50976 | -750766 | -750766 | -448677 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 36 | 24 | 49 | 36 | 24 | 49 |
Avg Bars in Losers | 26 | 22 | 29 | 26 | 22 | 29 |
Bars Traded | 3573 | 1301 | 2272 | 3573 | 1301 | 2272 |
Profit Streak | 539.6206 | 539.6206 | 550.1206 | 539.6206 | 539.6206 | 550.1206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507467 | -163807 | -332387 | -90323 | -194617 | -758953 |
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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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