Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515283.8456 | 388407.6952 | 126876.1504 | 1083733.2663 | -503552.6878 | 1587285.9541 |
Total P&L (%) | 515.2838 | 388.4077 | 126.8762 | 1083.7333 | -503.5527 | 1587.286 |
Avg Daily Profit (%) | 0.2061 | 0.1554 | 0.0508 | 0.0989 | 0 | 0.1131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108944 | -112772 | -63569 | -2521969 | -2990559 | -1249511 |
Profit Factor | 1.9383 | 2.1542 | 1.5966 | 1.1101 | 0.9239 | 1.4917 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 46.0784 | 49.0196 | 43.1373 | 46.0784 | 49.0196 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.2682 | 2.2404 | 2.1046 | 1.2991 | 0.9608 | 1.9664 |
Largest Winning Trade | 158841 | 158841 | 60974 | 1296676 | 1296676 | 819363 |
Largest Losing Trade | -41044 | -41044 | -22008 | -1008361 | -1008361 | -477363 |
Avg Bars in Trades | 45 | 61 | 30 | 45 | 61 | 30 |
Avg Bars in Winners | 61 | 75 | 45 | 61 | 75 | 45 |
Avg Bars in Losers | 32 | 48 | 18 | 32 | 48 | 18 |
Bars Traded | 4686 | 3142 | 1544 | 4686 | 3142 | 1544 |
Profit Streak | 6.7738 | 6.7738 | 7.7738 | 6.7738 | 6.7738 | 7.7738 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420375 | -168412 | -304179 | -160008 | -760527 | -221281 |
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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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