Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678477.7612 | 404875.6952 | 273602.066 | 2876421.6658 | 153265.6592 | 2723156.0065 |
Total P&L (%) | 678.4778 | 404.8757 | 273.6021 | 2876.4217 | 153.2657 | 2723.156 |
Avg Daily Profit (%) | 0.3745 | 0.2235 | 0.151 | 0.1875 | 0.0513 | 0.1846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54198 | -103230 | -31018 | -1436120 | -1954784 | -643203 |
Profit Factor | 2.1489 | 2.0577 | 2.317 | 1.2958 | 1.0247 | 1.7745 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 73 | 45 | 28 | 73 | 45 | 28 |
Profitability (%) | 42.5197 | 29.6875 | 55.5556 | 42.5197 | 29.6875 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.9051 | 4.8736 | 1.8536 | 1.7517 | 2.4269 | 1.4196 |
Largest Winning Trade | 251400 | 251400 | 61838 | 1355694 | 1355694 | 826557 |
Largest Losing Trade | -36282 | -36282 | -29805 | -616529 | -616529 | -535523 |
Avg Bars in Trades | 83 | 93 | 73 | 83 | 93 | 73 |
Avg Bars in Winners | 111 | 133 | 99 | 111 | 133 | 99 |
Avg Bars in Losers | 62 | 75 | 41 | 62 | 75 | 41 |
Bars Traded | 10590 | 5954 | 4636 | 10590 | 5954 | 4636 |
Profit Streak | 44.0413 | 44.0413 | 145.208 | 44.0413 | 44.0413 | 145.208 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433152 | -136325 | -132963 | 270546 | -464716 | -134417 |
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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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