Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975611.7089 | 881540.5998 | 94071.1091 | 359117.7155 | 214641.7694 | 144475.946 |
Total P&L (%) | 975.6117 | 881.5406 | 94.0711 | 359.1177 | 214.6418 | 144.4759 |
Avg Daily Profit (%) | 0.4106 | 0.371 | 0.0396 | 0.0642 | 0.0483 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147920 | -113398 | -85328 | -4448102 | -2979090 | -1712113 |
Profit Factor | 2.4228 | 3.4213 | 1.2925 | 1.0435 | 1.0423 | 1.0454 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 51.9481 | 52.6316 | 51.2821 | 51.9481 | 52.6316 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.2411 | 3.0792 | 1.2279 | 0.9653 | 0.9381 | 0.9931 |
Largest Winning Trade | 628980 | 628980 | 51003 | 1880423 | 1880423 | 844343 |
Largest Losing Trade | -74647 | -74647 | -53427 | -2416244 | -2416244 | -1191245 |
Avg Bars in Trades | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Winners | 80 | 80 | 79 | 80 | 80 | 79 |
Avg Bars in Losers | 35 | 48 | 23 | 35 | 48 | 23 |
Bars Traded | 4515 | 2471 | 2044 | 4515 | 2471 | 2044 |
Profit Streak | 105.3816 | 105.3816 | 131.8816 | 105.3816 | 105.3816 | 131.8816 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30216 | 610487 | -138832 | -326246 | -303177 | -313743 |
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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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