Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567720.6254 | 307126.2796 | 260594.3458 | 393262.7954 | 176256.4092 | 217006.3862 |
Total P&L (%) | 567.7206 | 307.1263 | 260.5943 | 393.2628 | 176.2564 | 217.0064 |
Avg Daily Profit (%) | 0.3403 | 0.1841 | 0.1562 | 0.0957 | 0.0609 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160980 | -81009 | -127087 | -2832925 | -821554 | -2347871 |
Profit Factor | 1.9863 | 1.8788 | 2.1525 | 1.0741 | 1.0773 | 1.0717 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 58.209 | 44.1176 | 72.7273 | 58.209 | 44.1176 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.4261 | 2.3798 | 0.8072 | 0.7711 | 1.3646 | 0.4019 |
Largest Winning Trade | 211844 | 211844 | 62203 | 675358 | 440856 | 675358 |
Largest Losing Trade | -68641 | -50919 | -68641 | -1858820 | -376381 | -1858820 |
Avg Bars in Trades | 71 | 66 | 77 | 71 | 66 | 77 |
Avg Bars in Winners | 65 | 57 | 70 | 65 | 57 | 70 |
Avg Bars in Losers | 80 | 73 | 95 | 80 | 73 | 95 |
Bars Traded | 4809 | 2262 | 2547 | 4809 | 2262 | 2547 |
Profit Streak | 54.5331 | 54.5331 | 72.8665 | 54.5331 | 54.5331 | 72.8665 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107052 | 335120 | 433541 | -324853 | -248795 | -240458 |
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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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