Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134390.3634 | 254208.2635 | -119817.9001 | 3029298.0032 | 1493647.9696 | 1535650.0336 |
Total P&L (%) | 134.3904 | 254.2083 | -119.8179 | 3029.298 | 1493.648 | 1535.65 |
Avg Daily Profit (%) | 0.1089 | 0.2059 | -0.0971 | 0.2794 | 0.2246 | 0.2267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140032 | -56193 | -141191 | -1982247 | -1982247 | -1106919 |
Profit Factor | 1.1781 | 2.3438 | 0.7881 | 1.5969 | 1.5521 | 1.648 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 64 | 30 | 34 | 62 | 29 | 33 |
Losing Trades | 29 | 16 | 13 | 31 | 17 | 14 |
Profitability (%) | 68.8172 | 65.2174 | 72.3404 | 66.6667 | 63.0435 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.5338 | 1.25 | 0.3013 | 0.7984 | 0.9099 | 0.6992 |
Largest Winning Trade | 35960 | 32770 | 35960 | 663013 | 663013 | 444578 |
Largest Losing Trade | -264317 | -56193 | -264317 | -1982247 | -1982247 | -624972 |
Avg Bars in Trades | 75 | 81 | 70 | 75 | 81 | 70 |
Avg Bars in Winners | 50 | 49 | 50 | 60 | 60 | 59 |
Avg Bars in Losers | 131 | 140 | 121 | 106 | 117 | 94 |
Bars Traded | 7037 | 3744 | 3293 | 7037 | 3744 | 3293 |
Profit Streak | 16.7874 | 23.7874 | 16.7874 | 16.7874 | 23.7874 | 16.7874 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69461 | 507705 | -576732 | 474013 | 396076 | 445619 |
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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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