Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521815.1161 | 308678.1606 | 213136.9555 | 2439219.4974 | 888482.2961 | 1550737.2013 |
Total P&L (%) | 521.8151 | 308.6782 | 213.137 | 2439.2195 | 888.4823 | 1550.7372 |
Avg Daily Profit (%) | 0.2772 | 0.164 | 0.1132 | 0.172 | 0.1218 | 0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83636 | -84725 | -58605 | -548462 | -573231 | -417681 |
Profit Factor | 2.0407 | 2.0863 | 1.9811 | 1.7004 | 1.4069 | 2.1936 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 53.7815 | 47.4576 | 60 | 53.7815 | 47.4576 | 60 |
Ratio Avg Win / Avg Loss | 1.7537 | 2.3098 | 1.3207 | 1.4612 | 1.5576 | 1.4624 |
Largest Winning Trade | 114316 | 114316 | 43895 | 466818 | 466818 | 334685 |
Largest Losing Trade | -41049 | -25719 | -41049 | -375945 | -350285 | -375945 |
Avg Bars in Trades | 60 | 65 | 56 | 60 | 65 | 56 |
Avg Bars in Winners | 61 | 60 | 61 | 61 | 60 | 61 |
Avg Bars in Losers | 60 | 70 | 48 | 60 | 70 | 48 |
Bars Traded | 7251 | 3881 | 3370 | 7251 | 3881 | 3370 |
Profit Streak | 34.6584 | 60.6584 | 34.6584 | 34.6584 | 60.6584 | 34.6584 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517508 | -165828 | -206515 | 421480 | -205263 | -157907 |
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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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