Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451074.0486 | 124483.0518 | 326590.9967 | 4183610.8867 | 514809.2412 | 3668801.6455 |
Total P&L (%) | 451.074 | 124.4831 | 326.591 | 4183.6109 | 514.8092 | 3668.8016 |
Avg Daily Profit (%) | 0.4336 | 0.1197 | 0.3139 | 0.3618 | 0.1747 | 0.3495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61073 | -61073 | -17598 | -1859996 | -1859996 | -380207 |
Profit Factor | 4.3764 | 2.2167 | 11.439 | 2.5691 | 1.2351 | 8.6991 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 8 | 6 | 2 | 8 | 6 | 2 |
Profitability (%) | 88.4058 | 82.8571 | 94.1176 | 88.4058 | 82.8571 | 94.1176 |
Ratio Avg Win / Avg Loss | 0.5739 | 0.4586 | 0.7149 | 0.3369 | 0.2555 | 0.5437 |
Largest Winning Trade | 26404 | 21058 | 26404 | 543899 | 503731 | 543899 |
Largest Losing Trade | -61073 | -61073 | -17598 | -1859996 | -1859996 | -380207 |
Avg Bars in Trades | 40 | 33 | 48 | 40 | 33 | 48 |
Avg Bars in Winners | 29 | 17 | 40 | 29 | 17 | 40 |
Avg Bars in Losers | 127 | 107 | 185 | 127 | 107 | 185 |
Bars Traded | 2812 | 1155 | 1657 | 2812 | 1155 | 1657 |
Profit Streak | 168.0976 | 168.0976 | 289.4309 | 168.0976 | 168.0976 | 289.4309 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85517 | -26226 | 757631 | -88152 | 411795 | 783568 |
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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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