Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671294.3471 | 536414.1038 | 134880.2433 | 775178.0466 | 1105465.9939 | -330287.9473 |
Total P&L (%) | 671.2943 | 536.4141 | 134.8802 | 775.178 | 1105.466 | -330.2879 |
Avg Daily Profit (%) | 0.378 | 0.302 | 0.0759 | 0.1222 | 0.1403 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175368 | -111415 | -80318 | -4044565 | -3420495 | -1677543 |
Profit Factor | 1.7275 | 2.1498 | 1.2956 | 1.0566 | 1.1502 | 0.9478 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 53.2847 | 47.8261 | 58.8235 | 53.2847 | 47.8261 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.5145 | 2.3452 | 0.9069 | 0.9264 | 1.2548 | 0.6635 |
Largest Winning Trade | 111224 | 111224 | 48714 | 1397451 | 1397451 | 752496 |
Largest Losing Trade | -68406 | -60237 | -68406 | -1830858 | -1830858 | -1359265 |
Avg Bars in Trades | 25 | 31 | 18 | 25 | 31 | 18 |
Avg Bars in Winners | 24 | 31 | 19 | 24 | 31 | 19 |
Avg Bars in Losers | 25 | 32 | 16 | 25 | 32 | 16 |
Bars Traded | 3445 | 2192 | 1253 | 3445 | 2192 | 1253 |
Profit Streak | 80.8433 | 81.8433 | 80.8433 | 80.8433 | 81.8433 | 80.8433 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552941 | -88437 | -199950 | -186806 | -162059 | -687574 |
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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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