Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188329.5147 | 1129785.8302 | 58543.6845 | 95694.6134 | 22859.8074 | 72834.806 |
Total P&L (%) | 1188.3295 | 1129.7858 | 58.5437 | 95.6946 | 22.8598 | 72.8348 |
Avg Daily Profit (%) | 0.5004 | 0.4757 | 0.0247 | 0.0283 | 0.0087 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180328 | -130368 | -91591 | -1230697 | -862341 | -603632 |
Profit Factor | 2.3303 | 3.5763 | 1.1287 | 1.0394 | 1.0172 | 1.0659 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 48.4127 | 49.2063 | 47.619 | 48.4127 | 49.2063 | 47.619 |
Ratio Avg Win / Avg Loss | 2.4831 | 3.6916 | 1.2416 | 1.1075 | 1.0501 | 1.1725 |
Largest Winning Trade | 782344 | 782344 | 63348 | 711245 | 711245 | 350371 |
Largest Losing Trade | -67282 | -67282 | -52243 | -471663 | -463352 | -471663 |
Avg Bars in Trades | 109 | 113 | 105 | 109 | 113 | 105 |
Avg Bars in Winners | 149 | 154 | 145 | 149 | 154 | 145 |
Avg Bars in Losers | 71 | 74 | 70 | 71 | 74 | 70 |
Bars Traded | 13825 | 7152 | 6673 | 13825 | 7152 | 6673 |
Profit Streak | 6.1091 | 32.1091 | 6.1091 | 6.1091 | 32.1091 | 6.1091 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573411 | -128389 | -386524 | -331457 | -533332 | -457035 |
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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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