Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440824.618 | 151791.3291 | 289033.2889 | 2246401.4852 | 933366.776 | 1313034.7091 |
Total P&L (%) | 440.8246 | 151.7913 | 289.0333 | 2246.4015 | 933.3668 | 1313.0347 |
Avg Daily Profit (%) | 0.2973 | 0.1024 | 0.1949 | 0.213 | 0.1576 | 0.1788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65356 | -30090 | -49409 | -301348 | -154662 | -267910 |
Profit Factor | 2.3776 | 2.0815 | 2.6089 | 2.8804 | 3.0604 | 2.7705 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 63.2911 | 61.5385 | 65 | 63.2911 | 61.5385 | 65 |
Ratio Avg Win / Avg Loss | 1.379 | 1.3009 | 1.4048 | 1.6706 | 1.9128 | 1.4918 |
Largest Winning Trade | 72435 | 42198 | 72435 | 422398 | 263103 | 422398 |
Largest Losing Trade | -42848 | -23661 | -42848 | -267910 | -154662 | -267910 |
Avg Bars in Trades | 72 | 61 | 82 | 72 | 61 | 82 |
Avg Bars in Winners | 77 | 62 | 91 | 77 | 62 | 91 |
Avg Bars in Losers | 62 | 60 | 64 | 62 | 60 | 64 |
Bars Traded | 5715 | 2417 | 3298 | 5715 | 2417 | 3298 |
Profit Streak | 46.4267 | 46.4267 | 72.9267 | 46.4267 | 46.4267 | 72.9267 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15987 | -51390 | 517712 | -14209 | 561477 | 538966 |
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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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