Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984753.5561 | 782116.3412 | 202637.215 | 2407268.1901 | 603328.9479 | 1803939.2423 |
Total P&L (%) | 984.7536 | 782.1163 | 202.6372 | 2407.2682 | 603.3289 | 1803.9392 |
Avg Daily Profit (%) | 0.3937 | 0.3127 | 0.081 | 0.1289 | 0.078 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111571 | -82358 | -62793 | -703658 | -834299 | -479643 |
Profit Factor | 3.0661 | 3.6643 | 2.1069 | 1.9328 | 1.3061 | 3.957 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 57.8947 | 55.2632 | 60.5263 | 57.8947 | 55.2632 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.2299 | 2.9663 | 1.3741 | 1.4056 | 1.0574 | 2.5806 |
Largest Winning Trade | 588954 | 588954 | 49627 | 1276892 | 1276892 | 571981 |
Largest Losing Trade | -66509 | -66509 | -55529 | -680455 | -680455 | -297517 |
Avg Bars in Trades | 124 | 129 | 120 | 124 | 129 | 120 |
Avg Bars in Winners | 134 | 127 | 141 | 134 | 127 | 141 |
Avg Bars in Losers | 111 | 131 | 88 | 111 | 131 | 88 |
Bars Traded | 9476 | 4907 | 4569 | 9476 | 4907 | 4569 |
Profit Streak | 174.848 | 0 | 609.598 | 174.848 | 0 | 609.598 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36342 | 594417 | -79099 | -69870 | -87548 | -25405 |
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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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