Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746491.7432 | 500575.8856 | 245915.8576 | 2242539.7777 | 421820.9023 | 1820718.8753 |
Total P&L (%) | 746.4917 | 500.5759 | 245.9159 | 2242.5398 | 421.8209 | 1820.7189 |
Avg Daily Profit (%) | 0.412 | 0.2763 | 0.1357 | 0.1742 | 0.0912 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47209 | -45129 | -47209 | -1573117 | -1070829 | -1573117 |
Profit Factor | 3.6721 | 4.4302 | 2.843 | 1.36 | 1.1425 | 1.5572 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 62.7119 | 56.6667 | 68.9655 | 62.7119 | 56.6667 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.1834 | 3.3878 | 1.2793 | 0.8087 | 0.8737 | 0.7007 |
Largest Winning Trade | 483867 | 483867 | 63627 | 1288314 | 1288314 | 1001699 |
Largest Losing Trade | -47209 | -45129 | -47209 | -1573117 | -661595 | -1573117 |
Avg Bars in Trades | 85 | 62 | 109 | 85 | 62 | 109 |
Avg Bars in Winners | 103 | 78 | 125 | 103 | 78 | 125 |
Avg Bars in Losers | 55 | 43 | 72 | 55 | 43 | 72 |
Bars Traded | 5061 | 1887 | 3174 | 5061 | 1887 | 3174 |
Profit Streak | 0 | 0 | 18.8376 | 0 | 0 | 18.8376 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161181 | 607797 | -4573 | -171250 | -135839 | 384345 |
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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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