Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057619.7229 | 885424.6912 | 172195.0317 | 3119299.3542 | -1651779.0836 | 4771078.4378 |
Total P&L (%) | 1057.6197 | 885.4247 | 172.195 | 3119.2994 | -1651.7791 | 4771.0784 |
Avg Daily Profit (%) | 0.5434 | 0.4549 | 0.0885 | 0.1785 | 0 | 0.1999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116828 | -82984 | -76158 | -5442187 | -4053611 | -2741142 |
Profit Factor | 2.5298 | 3.4167 | 1.5299 | 1.1502 | 0.8532 | 1.5018 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 49.1935 | 43.5484 | 54.8387 | 49.1935 | 43.5484 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.6127 | 4.4291 | 1.2599 | 1.1879 | 1.106 | 1.2368 |
Largest Winning Trade | 666575 | 666575 | 53860 | 2288559 | 1856656 | 2288559 |
Largest Losing Trade | -47308 | -39772 | -47308 | -1529967 | -1529967 | -1499394 |
Avg Bars in Trades | 185 | 164 | 206 | 185 | 164 | 206 |
Avg Bars in Winners | 250 | 240 | 258 | 250 | 240 | 258 |
Avg Bars in Losers | 122 | 106 | 142 | 122 | 106 | 142 |
Bars Traded | 23003 | 10226 | 12777 | 23003 | 10226 | 12777 |
Profit Streak | 25.3466 | 0 | 38.0966 | 25.3466 | 0 | 38.0966 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588722 | -140216 | -226362 | -46855 | -736078 | -143654 |
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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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