Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912947.5205 | 815318.6886 | 97628.8319 | 343732.6134 | 93272.9524 | 250459.661 |
Total P&L (%) | 912.9475 | 815.3187 | 97.6288 | 343.7326 | 93.273 | 250.4597 |
Avg Daily Profit (%) | 0.3834 | 0.3424 | 0.041 | 0.0626 | 0.0277 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93715 | -92572 | -95069 | -1078338 | -1069014 | -577133 |
Profit Factor | 2.118 | 2.9826 | 1.2409 | 1.081 | 1.0382 | 1.1389 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 47.619 | 46.0317 | 49.2063 | 47.619 | 46.0317 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.3299 | 3.4969 | 1.2809 | 1.1891 | 1.2173 | 1.1757 |
Largest Winning Trade | 592270 | 592270 | 61185 | 688295 | 688295 | 346169 |
Largest Losing Trade | -62136 | -36825 | -62136 | -485623 | -485623 | -220296 |
Avg Bars in Trades | 36 | 26 | 45 | 36 | 26 | 45 |
Avg Bars in Winners | 51 | 36 | 65 | 51 | 36 | 65 |
Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
Bars Traded | 4557 | 1681 | 2876 | 4557 | 1681 | 2876 |
Profit Streak | 15.2337 | 26.7337 | 15.2337 | 15.2337 | 26.7337 | 15.2337 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523063 | -131978 | -284817 | -239822 | -481290 | -336652 |
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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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