Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969822.8736 | 799167.6911 | 170655.1825 | 5345712.6238 | 6327034.4423 | -981321.8185 |
Total P&L (%) | 969.8229 | 799.1677 | 170.6552 | 5345.7126 | 6327.0344 | -981.3218 |
Avg Daily Profit (%) | 0.4076 | 0.3359 | 0.0717 | 0.1681 | 0.1751 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100564 | -60784 | -93442 | -16914621 | -8713385 | -20395846 |
Profit Factor | 2.8144 | 4.3387 | 1.5782 | 1.1138 | 1.3528 | 0.9662 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 64.2857 | 62.8571 | 65.7143 | 64.2857 | 62.8571 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.5636 | 2.5638 | 0.8234 | 0.6188 | 0.7994 | 0.5041 |
Largest Winning Trade | 238607 | 238607 | 89345 | 5991143 | 4173797 | 5991143 |
Largest Losing Trade | -70385 | -43063 | -70385 | -12453706 | -3807397 | -12453706 |
Avg Bars in Trades | 95 | 68 | 122 | 95 | 68 | 122 |
Avg Bars in Winners | 103 | 53 | 151 | 103 | 53 | 151 |
Avg Bars in Losers | 81 | 95 | 66 | 81 | 95 | 66 |
Bars Traded | 6690 | 2410 | 4280 | 6690 | 2410 | 4280 |
Profit Streak | 66.4457 | 114.4457 | 0 | 66.4457 | 114.4457 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80905 | 674261 | -95029 | -185390 | 316279 | -578750 |
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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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