Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783925.4151 | 563848.3589 | 220077.0561 | 3681560.9013 | 2002776.8501 | 1678784.0512 |
Total P&L (%) | 783.9254 | 563.8484 | 220.0771 | 3681.5609 | 2002.7769 | 1678.7841 |
Avg Daily Profit (%) | 0.3402 | 0.2447 | 0.0955 | 0.1578 | 0.1323 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97449 | -97429 | -65692 | -1995297 | -1222741 | -1122594 |
Profit Factor | 2.6094 | 2.8285 | 2.2313 | 1.6514 | 1.5697 | 1.7858 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 45.614 | 37.931 | 53.5714 | 45.614 | 37.931 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.1112 | 4.6285 | 1.9338 | 1.9689 | 2.5685 | 1.5477 |
Largest Winning Trade | 304920 | 304920 | 50771 | 1148549 | 1148549 | 820224 |
Largest Losing Trade | -31202 | -29171 | -31202 | -716920 | -510626 | -716920 |
Avg Bars in Trades | 76 | 84 | 68 | 76 | 84 | 68 |
Avg Bars in Winners | 96 | 114 | 83 | 96 | 114 | 83 |
Avg Bars in Losers | 59 | 65 | 51 | 59 | 65 | 51 |
Bars Traded | 4367 | 2437 | 1930 | 4367 | 2437 | 1930 |
Profit Streak | 134.7829 | 134.7829 | 334.7829 | 134.7829 | 134.7829 | 334.7829 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166033 | 347013 | -80854 | -169441 | -17383 | -41981 |
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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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