Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626976.4258 | 510839.5195 | 116136.9064 | 540615.9287 | 144877.0095 | 395738.9192 |
Total P&L (%) | 626.9764 | 510.8395 | 116.1369 | 540.6159 | 144.877 | 395.7389 |
Avg Daily Profit (%) | 0.3366 | 0.2742 | 0.0623 | 0.0998 | 0.0481 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212165 | -199126 | -29649 | -2059900 | -1963393 | -230867 |
Profit Factor | 1.9997 | 2.1297 | 1.6637 | 1.133 | 1.0446 | 1.484 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 61.165 | 62.7451 | 59.6154 | 61.165 | 62.7451 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.2697 | 1.2645 | 1.1271 | 0.7194 | 0.6202 | 1.0053 |
Largest Winning Trade | 112921 | 112921 | 30435 | 647781 | 647781 | 232871 |
Largest Losing Trade | -81381 | -81381 | -21505 | -1286675 | -1286675 | -192296 |
Avg Bars in Trades | 102 | 194 | 11 | 102 | 194 | 11 |
Avg Bars in Winners | 67 | 122 | 11 | 67 | 122 | 11 |
Avg Bars in Losers | 156 | 316 | 11 | 156 | 316 | 11 |
Bars Traded | 10527 | 9922 | 605 | 10527 | 9922 | 605 |
Profit Streak | 85.0568 | 85.3902 | 85.0568 | 85.0568 | 85.3902 | 85.0568 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540856 | -165830 | -285210 | -132156 | -479248 | -254534 |
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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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