Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626792.9812 | 527762.4183 | 99030.5629 | 2028569.1208 | 1554146.6697 | 474422.4511 |
Total P&L (%) | 626.793 | 527.7624 | 99.0306 | 2028.5691 | 1554.1467 | 474.4225 |
Avg Daily Profit (%) | 0.3418 | 0.2878 | 0.054 | 0.1669 | 0.1531 | 0.0954 |
Buy And Hold Return (%) | 115.2882 | 115.2882 | 115.2882 | 115.2882 | 115.2882 | 115.2882 |
Max Trade Drawdown | -136944 | -120193 | -46879 | -724079 | -576906 | -842126 |
Profit Factor | 2.0095 | 2.5908 | 1.3425 | 1.5461 | 1.907 | 1.2371 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 54.4 | 55.5556 | 53.2258 | 54.4 | 55.5556 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.6844 | 2.0726 | 1.1798 | 1.296 | 1.5256 | 1.0872 |
Largest Winning Trade | 221205 | 221205 | 42290 | 654936 | 386688 | 654936 |
Largest Losing Trade | -41701 | -41701 | -32691 | -462280 | -402148 | -462280 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3427 | 1887 | 1540 | 3427 | 1887 | 1540 |
Profit Streak | 35.454 | 35.454 | 45.454 | 35.454 | 35.454 | 45.454 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511087 | -133120 | -439172 | 414496 | -133882 | -220998 |
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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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