Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431380.2509 | 105777.1206 | 325603.1303 | 1419426.471 | -327823.6998 | 1747250.1708 |
Total P&L (%) | 431.3803 | 105.7771 | 325.6031 | 1419.4265 | -327.8237 | 1747.2502 |
Avg Daily Profit (%) | 0.2829 | 0.0694 | 0.2135 | 0.1786 | 0 | 0.1914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78891 | -81653 | -60297 | -2112627 | -2158675 | -895763 |
Profit Factor | 1.7343 | 1.2726 | 2.6331 | 1.1987 | 0.9272 | 1.6626 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 54.2636 | 45.3125 | 63.0769 | 54.2636 | 45.3125 | 63.0769 |
Ratio Avg Win / Avg Loss | 1.4618 | 1.5359 | 1.5413 | 1.0104 | 1.1191 | 0.9732 |
Largest Winning Trade | 54967 | 54967 | 43544 | 1048241 | 1048241 | 467721 |
Largest Losing Trade | -34907 | -34907 | -19030 | -783317 | -783317 | -448217 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
Bars Traded | 4357 | 2105 | 2252 | 4357 | 2105 | 2252 |
Profit Streak | 25.3622 | 58.6956 | 25.3622 | 25.3622 | 58.6956 | 25.3622 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447230 | -239599 | -116683 | 282675 | -719414 | -121106 |
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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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