Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321601.7765 | 210308.6459 | 111293.1306 | 867948.6276 | 423067.4687 | 444881.1589 |
Total P&L (%) | 321.6018 | 210.3086 | 111.2931 | 867.9486 | 423.0675 | 444.8812 |
Avg Daily Profit (%) | 0.3087 | 0.2019 | 0.1068 | 0.2182 | 0.159 | 0.1629 |
Buy And Hold Return (%) | 14.5253 | 14.5253 | 14.5253 | 14.5253 | 14.5253 | 14.5253 |
Max Trade Drawdown | -66121 | -80383 | -28568 | -321703 | -399101 | -72596 |
Profit Factor | 1.9054 | 1.8156 | 2.1435 | 1.7241 | 1.4423 | 2.8372 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 63.2 | 58.0645 | 68.254 | 63.2 | 58.0645 | 68.254 |
Ratio Avg Win / Avg Loss | 1.1095 | 1.3112 | 0.997 | 1.0039 | 1.0417 | 1.3196 |
Largest Winning Trade | 40919 | 40919 | 12464 | 252232 | 252232 | 68804 |
Largest Losing Trade | -38232 | -38232 | -16513 | -231202 | -231202 | -67543 |
Avg Bars in Trades | 183 | 342 | 26 | 183 | 342 | 26 |
Avg Bars in Winners | 120 | 232 | 26 | 120 | 232 | 26 |
Avg Bars in Losers | 291 | 494 | 27 | 291 | 494 | 27 |
Bars Traded | 22900 | 21220 | 1680 | 22900 | 21220 | 1680 |
Profit Streak | 77.6266 | 79.8766 | 77.6266 | 77.6266 | 79.8766 | 77.6266 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522630 | -141749 | -192124 | 497165 | -143496 | -131463 |
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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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