Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662099.1241 | 479520.5926 | 182578.5315 | 8569532.9551 | 2753101.2905 | 5816431.6646 |
Total P&L (%) | 662.0991 | 479.5206 | 182.5785 | 8569.533 | 2753.1013 | 5816.4317 |
Avg Daily Profit (%) | 0.3349 | 0.2426 | 0.0924 | 0.226 | 0.1697 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73020 | -53898 | -99400 | -3138316 | -3021174 | -1029000 |
Profit Factor | 2.6456 | 3.9854 | 1.7553 | 2.0997 | 1.7091 | 2.4875 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 53.2787 | 55.7377 | 50.8197 | 53.2787 | 55.7377 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.32 | 3.1648 | 1.6987 | 1.8413 | 1.3572 | 2.4073 |
Largest Winning Trade | 113668 | 113668 | 80951 | 2107051 | 1736554 | 2107051 |
Largest Losing Trade | -26105 | -26105 | -23544 | -912486 | -801183 | -912486 |
Avg Bars in Trades | 62 | 50 | 75 | 62 | 50 | 75 |
Avg Bars in Winners | 91 | 70 | 114 | 91 | 70 | 114 |
Avg Bars in Losers | 30 | 24 | 34 | 30 | 24 | 34 |
Bars Traded | 7649 | 3064 | 4585 | 7649 | 3064 | 4585 |
Profit Streak | 628.5128 | 628.5128 | 629.2628 | 628.5128 | 628.5128 | 629.2628 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588057 | -144942 | -226943 | 516612 | -150072 | -147780 |
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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) |
---|