Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055233.1332 | 929581.2619 | 125651.8713 | 431717.3164 | 389846.0768 | 41871.2397 |
Total P&L (%) | 1055.2331 | 929.5813 | 125.6519 | 431.7173 | 389.8461 | 41.8712 |
Avg Daily Profit (%) | 0.5666 | 0.4992 | 0.0675 | 0.0898 | 0.0854 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64526 | -109867 | -47239 | -796296 | -624403 | -476981 |
Profit Factor | 3.0047 | 4.0235 | 1.5739 | 1.1261 | 1.2087 | 1.0269 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 48.0392 | 39.2157 | 56.8627 | 48.0392 | 39.2157 | 56.8627 |
Ratio Avg Win / Avg Loss | 3.25 | 6.2364 | 1.194 | 1.218 | 1.8735 | 0.779 |
Largest Winning Trade | 979741 | 979741 | 47316 | 979741 | 979741 | 293744 |
Largest Losing Trade | -46610 | -46610 | -40770 | -383979 | -262926 | -383979 |
Avg Bars in Trades | 52 | 44 | 59 | 52 | 44 | 59 |
Avg Bars in Winners | 80 | 67 | 90 | 80 | 67 | 90 |
Avg Bars in Losers | 26 | 30 | 20 | 26 | 30 | 20 |
Bars Traded | 5343 | 2288 | 3055 | 5343 | 2288 | 3055 |
Profit Streak | 12.4085 | 12.4085 | 27.4085 | 12.4085 | 12.4085 | 27.4085 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648805 | -165491 | -278752 | -153828 | -261527 | -540072 |
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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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