Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677544.6524 | 540660.7203 | 136883.9322 | 2101232.3904 | 422281.8833 | 1678950.5071 |
Total P&L (%) | 677.5447 | 540.6607 | 136.8839 | 2101.2324 | 422.2819 | 1678.9505 |
Avg Daily Profit (%) | 0.286 | 0.2282 | 0.0578 | 0.1306 | 0.0698 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114490 | -52355 | -164747 | -1170922 | -974083 | -584429 |
Profit Factor | 2.0358 | 3.0081 | 1.3557 | 1.4606 | 1.1964 | 1.6961 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 41.5929 | 40.3509 | 42.8571 | 41.5929 | 40.3509 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8588 | 4.4467 | 1.8076 | 2.051 | 1.7686 | 2.2614 |
Largest Winning Trade | 218390 | 218390 | 68661 | 1029414 | 608301 | 1029414 |
Largest Losing Trade | -40631 | -23020 | -40631 | -516030 | -285714 | -516030 |
Avg Bars in Trades | 59 | 43 | 75 | 59 | 43 | 75 |
Avg Bars in Winners | 104 | 73 | 134 | 104 | 73 | 134 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 6677 | 2458 | 4219 | 6677 | 2458 | 4219 |
Profit Streak | 2.7502 | 2.7502 | 90.4168 | 2.7502 | 2.7502 | 90.4168 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315409 | -171166 | -295712 | -20001 | -288320 | -208557 |
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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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