Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507354.0512 | 366108.6381 | 141245.4131 | 1927584.7702 | 948054.8795 | 979529.8907 |
Total P&L (%) | 507.3541 | 366.1086 | 141.2454 | 1927.5848 | 948.0549 | 979.5299 |
Avg Daily Profit (%) | 0.2341 | 0.1689 | 0.0652 | 0.1389 | 0.1085 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251431 | -48944 | -287095 | -233118 | -163470 | -196781 |
Profit Factor | 1.7753 | 2.5894 | 1.3331 | 3.3638 | 3.4592 | 3.2783 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 73 | 34 | 39 | 71 | 34 | 37 |
Losing Trades | 35 | 20 | 15 | 37 | 20 | 17 |
Profitability (%) | 67.5926 | 62.963 | 72.2222 | 65.7407 | 62.963 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.8512 | 1.5232 | 0.5127 | 1.753 | 2.0348 | 1.5062 |
Largest Winning Trade | 61507 | 61507 | 52377 | 266135 | 266135 | 212361 |
Largest Losing Trade | -128152 | -32071 | -128152 | -118949 | -90468 | -118949 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 33 | 37 | 30 | 35 | 36 | 34 |
Avg Bars in Losers | 47 | 48 | 46 | 43 | 49 | 37 |
Bars Traded | 4127 | 2228 | 1898 | 4127 | 2228 | 1898 |
Profit Streak | 107.7823 | 107.7823 | 124.2823 | 107.7823 | 107.7823 | 124.2823 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462220 | -165520 | -283516 | 107192 | -218977 | -216387 |
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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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