Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764791.3109 | 654245.8226 | 110545.4883 | 619107.9576 | -17691.7939 | 636799.7515 |
Total P&L (%) | 764.7913 | 654.2458 | 110.5455 | 619.108 | -17.6918 | 636.7998 |
Avg Daily Profit (%) | 0.4117 | 0.3522 | 0.0595 | 0.1063 | -0.0105 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115663 | -112532 | -58467 | -814749 | -738185 | -493874 |
Profit Factor | 2.2156 | 2.9588 | 1.3745 | 1.1405 | 0.9928 | 1.3279 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 |
Ratio Avg Win / Avg Loss | 3.2382 | 4.3245 | 2.0089 | 1.6669 | 1.451 | 1.9407 |
Largest Winning Trade | 592574 | 592574 | 67897 | 615195 | 615195 | 420798 |
Largest Losing Trade | -34800 | -26193 | -34800 | -385560 | -176151 | -385560 |
Avg Bars in Trades | 84 | 68 | 100 | 84 | 68 | 100 |
Avg Bars in Winners | 141 | 117 | 166 | 141 | 117 | 166 |
Avg Bars in Losers | 45 | 35 | 54 | 45 | 35 | 54 |
Bars Traded | 10814 | 4407 | 6407 | 10814 | 4407 | 6407 |
Profit Streak | 1.4014 | 13.2347 | 1.4014 | 1.4014 | 13.2347 | 1.4014 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307964 | -127509 | -257512 | -121106 | -721609 | -193303 |
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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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