Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501351.6934 | 128217.8115 | 373133.8819 | 1428581.769 | 601710.9137 | 826870.8553 |
Total P&L (%) | 501.3517 | 128.2178 | 373.1339 | 1428.5818 | 601.7109 | 826.8709 |
Avg Daily Profit (%) | 0.3277 | 0.0838 | 0.2439 | 0.1784 | 0.1274 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128022 | -63510 | -128654 | -2476170 | -367015 | -2414067 |
Profit Factor | 2.1268 | 1.6624 | 2.4844 | 1.2677 | 1.386 | 1.2189 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 67.619 | 62.2642 | 73.0769 | 67.619 | 62.2642 | 73.0769 |
Ratio Avg Win / Avg Loss | 1.0185 | 1.0075 | 0.9153 | 0.6071 | 0.84 | 0.4491 |
Largest Winning Trade | 62664 | 62664 | 36928 | 549488 | 261023 | 549488 |
Largest Losing Trade | -74131 | -52687 | -74131 | -2017732 | -300426 | -2017732 |
Avg Bars in Trades | 41 | 19 | 63 | 41 | 19 | 63 |
Avg Bars in Winners | 36 | 18 | 52 | 36 | 18 | 52 |
Avg Bars in Losers | 52 | 21 | 95 | 52 | 21 | 95 |
Bars Traded | 4354 | 1032 | 3322 | 4354 | 1032 | 3322 |
Profit Streak | 56.1001 | 103.1001 | 56.1001 | 56.1001 | 103.1001 | 56.1001 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586990 | -255865 | -166548 | 371357 | -200380 | -176786 |
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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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