Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480977.0368 | 382395.9773 | 98581.0595 | 1018224.21 | 26466.6661 | 991757.5439 |
Total P&L (%) | 480.977 | 382.396 | 98.5811 | 1018.2242 | 26.4667 | 991.7575 |
Avg Daily Profit (%) | 0.2433 | 0.1934 | 0.0499 | 0.1222 | 0.0119 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101682 | -100867 | -106067 | -1978442 | -1569957 | -712161 |
Profit Factor | 1.8904 | 2.5179 | 1.342 | 1.251 | 1.0127 | 1.5036 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 53.5211 | 52.1127 | 54.9296 | 53.5211 | 52.1127 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.6417 | 2.3138 | 1.1011 | 1.0864 | 0.9306 | 1.2337 |
Largest Winning Trade | 164513 | 164513 | 70717 | 1135901 | 708747 | 1135901 |
Largest Losing Trade | -29286 | -21384 | -29286 | -491760 | -462322 | -491760 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 47 | 43 | 49 | 47 | 43 | 49 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 5761 | 2789 | 2971 | 5761 | 2789 | 2971 |
Profit Streak | 486.9638 | 486.9638 | 578.2971 | 486.9638 | 486.9638 | 578.2971 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481413 | -73457 | -210687 | -27885 | -474465 | -114459 |
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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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