Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645560.9022 | 377723.6171 | 267837.2851 | 2881868.8018 | 793579.1726 | 2088289.6292 |
Total P&L (%) | 645.5609 | 377.7236 | 267.8373 | 2881.8688 | 793.5792 | 2088.2896 |
Avg Daily Profit (%) | 0.6319 | 0.3697 | 0.2622 | 0.3329 | 0.2146 | 0.3025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117978 | -77667 | -86573 | -4539777 | -3009511 | -1951297 |
Profit Factor | 1.9685 | 2.0167 | 1.9078 | 1.2622 | 1.1128 | 1.5284 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 55.3957 | 50.7246 | 60 | 55.3957 | 50.7246 | 60 |
Ratio Avg Win / Avg Loss | 1.585 | 1.9591 | 1.2719 | 1.0163 | 1.081 | 1.0189 |
Largest Winning Trade | 258656 | 258656 | 36214 | 3658076 | 3658076 | 1014934 |
Largest Losing Trade | -38612 | -38612 | -34983 | -1387766 | -1387766 | -1038732 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 2795 | 1388 | 1407 | 2795 | 1388 | 1407 |
Profit Streak | 19.1726 | 25.8393 | 19.1726 | 19.1726 | 25.8393 | 19.1726 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643640 | -87862 | -81383 | 411726 | -189106 | -81653 |
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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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