Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702952.4543 | 540507.2287 | 162445.2256 | 2910512.9706 | 959637.9007 | 1950875.0699 |
Total P&L (%) | 702.9525 | 540.5072 | 162.4452 | 2910.513 | 959.6379 | 1950.8751 |
Avg Daily Profit (%) | 0.281 | 0.2161 | 0.0649 | 0.1362 | 0.0944 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105405 | -114565 | -30165 | -3300644 | -3501613 | -521420 |
Profit Factor | 2.0807 | 2.1619 | 1.8767 | 1.2888 | 1.1168 | 2.0485 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 69.0141 | 71.831 | 66.1972 | 69.0141 | 71.831 | 66.1972 |
Ratio Avg Win / Avg Loss | 0.9342 | 0.8478 | 0.9583 | 0.5786 | 0.4379 | 1.0461 |
Largest Winning Trade | 109800 | 109800 | 25552 | 1614769 | 1614769 | 616232 |
Largest Losing Trade | -64303 | -64303 | -27346 | -2546123 | -2546123 | -511745 |
Avg Bars in Trades | 51 | 87 | 16 | 51 | 87 | 16 |
Avg Bars in Winners | 36 | 57 | 14 | 36 | 57 | 14 |
Avg Bars in Losers | 85 | 163 | 19 | 85 | 163 | 19 |
Bars Traded | 7321 | 6185 | 1136 | 7321 | 6185 | 1136 |
Profit Streak | 150.8153 | 150.8153 | 289.482 | 150.8153 | 150.8153 | 289.482 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514174 | -72958 | -188310 | -8079 | -242739 | -111374 |
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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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