Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480661.3316 | 257877.9966 | 222783.335 | 1594927.3955 | 481518.9619 | 1113408.4337 |
Total P&L (%) | 480.6613 | 257.878 | 222.7833 | 1594.9274 | 481.519 | 1113.4084 |
Avg Daily Profit (%) | 0.4288 | 0.23 | 0.1987 | 0.2528 | 0.1572 | 0.2229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60797 | -62672 | -45099 | -773374 | -794381 | -291061 |
Profit Factor | 2.0221 | 1.972 | 2.0869 | 1.5411 | 1.2946 | 1.848 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 55.7971 | 52.1739 | 59.4203 | 55.7971 | 52.1739 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.6019 | 1.8077 | 1.4252 | 1.2209 | 1.1867 | 1.262 |
Largest Winning Trade | 227193 | 227193 | 31373 | 426596 | 426596 | 247110 |
Largest Losing Trade | -24459 | -24459 | -24099 | -374948 | -374948 | -228579 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 3295 | 1647 | 1648 | 3295 | 1647 | 1648 |
Profit Streak | 17.2141 | 17.2141 | 25.2141 | 17.2141 | 17.2141 | 25.2141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571730 | -88927 | -89171 | 450295 | -93245 | -89009 |
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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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