Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522110.7787 | 144761.1391 | 377349.6396 | 5467445.1281 | 1747943.9687 | 3719501.1594 |
Total P&L (%) | 522.1108 | 144.7611 | 377.3496 | 5467.4451 | 1747.944 | 3719.5012 |
Avg Daily Profit (%) | 0.351 | 0.0973 | 0.2537 | 0.2706 | 0.1963 | 0.2452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81879 | -31338 | -72774 | -1586582 | -440762 | -1421786 |
Profit Factor | 2.8971 | 2.3884 | 3.2073 | 2.3451 | 2.207 | 2.4215 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 83.2061 | 77.2727 | 89.2308 | 83.2061 | 77.2727 | 89.2308 |
Ratio Avg Win / Avg Loss | 0.5847 | 0.7025 | 0.3871 | 0.4733 | 0.6491 | 0.2922 |
Largest Winning Trade | 28829 | 14741 | 28829 | 693871 | 357619 | 693871 |
Largest Losing Trade | -70371 | -23736 | -70371 | -1343597 | -300058 | -1343597 |
Avg Bars in Trades | 60 | 16 | 104 | 60 | 16 | 104 |
Avg Bars in Winners | 28 | 8 | 45 | 28 | 8 | 45 |
Avg Bars in Losers | 218 | 40 | 597 | 218 | 40 | 597 |
Bars Traded | 7890 | 1071 | 6819 | 7890 | 1071 | 6819 |
Profit Streak | 234.4864 | 234.4864 | 265.1531 | 234.4864 | 234.4864 | 265.1531 |
Trades During Streak | 20 | 10 | 15 | 20 | 10 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670033 | -180122 | -113869 | 606939 | -109418 | -115041 |
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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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