Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489012.2929 | 1236287.4609 | 252724.832 | 13424411.5346 | 3738182.5252 | 9686229.0093 |
Total P&L (%) | 1489.0123 | 1236.2875 | 252.7248 | 13424.4115 | 3738.1825 | 9686.229 |
Avg Daily Profit (%) | 0.6262 | 0.52 | 0.1063 | 0.2066 | 0.1535 | 0.193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121325 | -107844 | -56154 | -5575804 | -3863205 | -2252163 |
Profit Factor | 3.9404 | 5.7796 | 2.0201 | 2.2057 | 1.5909 | 3.0148 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 58.8235 | 52.9412 | 64.7059 | 58.8235 | 52.9412 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.7583 | 5.1375 | 1.1019 | 1.544 | 1.4141 | 1.6445 |
Largest Winning Trade | 753130 | 753130 | 60670 | 4084508 | 2782274 | 4084508 |
Largest Losing Trade | -60724 | -60724 | -41248 | -2077722 | -1939181 | -2077722 |
Avg Bars in Trades | 102 | 91 | 112 | 102 | 91 | 112 |
Avg Bars in Winners | 119 | 113 | 124 | 119 | 113 | 124 |
Avg Bars in Losers | 76 | 66 | 90 | 76 | 66 | 90 |
Bars Traded | 6936 | 3103 | 3833 | 6936 | 3103 | 3833 |
Profit Streak | 46.4987 | 46.4987 | 310.4987 | 46.4987 | 46.4987 | 310.4987 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92238 | 722207 | -45059 | -98646 | 375275 | 613229 |
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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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