Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593729.752 | 474609.6986 | 119120.0534 | 2683924.8845 | 2910561.3564 | -226636.4718 |
Total P&L (%) | 593.7298 | 474.6097 | 119.1201 | 2683.9249 | 2910.5614 | -226.6365 |
Avg Daily Profit (%) | 0.4203 | 0.336 | 0.0843 | 0.2358 | 0.2413 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77219 | -83925 | -74018 | -2578447 | -1490333 | -2403020 |
Profit Factor | 2.2951 | 2.5482 | 1.7843 | 1.3495 | 1.6657 | 0.9314 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 81.4815 | 82.0896 | 80.8824 | 81.4815 | 82.0896 | 80.8824 |
Ratio Avg Win / Avg Loss | 0.5216 | 0.556 | 0.4218 | 0.3067 | 0.3634 | 0.2202 |
Largest Winning Trade | 53185 | 53185 | 16811 | 930754 | 930754 | 362166 |
Largest Losing Trade | -74166 | -74166 | -59209 | -2066254 | -918175 | -2066254 |
Avg Bars in Trades | 18 | 33 | 3 | 18 | 33 | 3 |
Avg Bars in Winners | 6 | 10 | 2 | 6 | 10 | 2 |
Avg Bars in Losers | 73 | 143 | 8 | 73 | 143 | 8 |
Bars Traded | 2500 | 2277 | 223 | 2500 | 2277 | 223 |
Profit Streak | 568.6948 | 599.1948 | 568.6948 | 568.6948 | 599.1948 | 568.6948 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627044 | -100341 | -184100 | 466864 | -102437 | -685122 |
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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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