Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081169.5278 | 928071.762 | 153097.7657 | 1561075.4365 | -945116.914 | 2506192.3505 |
Total P&L (%) | 1081.1695 | 928.0718 | 153.0978 | 1561.0754 | -945.1169 | 2506.1924 |
Avg Daily Profit (%) | 0.581 | 0.4988 | 0.0823 | 0.1511 | 0 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93816 | -104013 | -54712 | -3317796 | -3384661 | -2352394 |
Profit Factor | 3.0389 | 4.4423 | 1.5873 | 1.0985 | 0.887 | 1.3346 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 44.1176 | 39.7059 | 48.5294 | 44.1176 | 39.7059 | 48.5294 |
Ratio Avg Win / Avg Loss | 3.8493 | 6.7457 | 1.6835 | 1.3914 | 1.3469 | 1.4155 |
Largest Winning Trade | 897016 | 897016 | 53310 | 1935003 | 1935003 | 1371810 |
Largest Losing Trade | -24235 | -22536 | -24235 | -931304 | -931304 | -839251 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 82 | 72 | 90 | 82 | 72 | 90 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 7217 | 3426 | 3791 | 7217 | 3426 | 3791 |
Profit Streak | 4.6279 | 14.8779 | 4.6279 | 4.6279 | 14.8779 | 4.6279 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576165 | -94896 | -189815 | -105659 | -691985 | -101540 |
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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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