Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129919.913 | 243925.2999 | -114005.3869 | 6531291.1395 | 3125268.9085 | 3406022.231 |
Total P&L (%) | 129.9199 | 243.9253 | -114.0054 | 6531.2911 | 3125.2689 | 3406.0222 |
Avg Daily Profit (%) | 0.0599 | 0.1124 | -0.0525 | 0.1935 | 0.1602 | 0.1641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -503175 | -68274 | -476655 | -1196341 | -853259 | -770147 |
Profit Factor | 1.1518 | 2.0437 | 0.8167 | 2.8566 | 3.0296 | 2.7219 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 62 | 28 | 34 | 62 | 29 | 33 |
Losing Trades | 20 | 13 | 7 | 20 | 12 | 8 |
Profitability (%) | 75.6098 | 68.2927 | 82.9268 | 75.6098 | 70.7317 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.3716 | 0.9489 | 0.1681 | 0.9215 | 1.2536 | 0.6599 |
Largest Winning Trade | 51838 | 51838 | 48666 | 804861 | 716636 | 804861 |
Largest Losing Trade | -375520 | -37296 | -375520 | -690184 | -503625 | -690184 |
Avg Bars in Trades | 100 | 103 | 98 | 100 | 103 | 98 |
Avg Bars in Winners | 69 | 66 | 71 | 73 | 70 | 77 |
Avg Bars in Losers | 198 | 182 | 227 | 184 | 184 | 183 |
Bars Traded | 8261 | 4242 | 4019 | 8261 | 4242 | 4019 |
Profit Streak | 286.4638 | 432.7138 | 286.4638 | 286.4638 | 432.7138 | 286.4638 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171797 | -37913 | -575155 | 252359 | 596309 | 559145 |
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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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