Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557530.5001 | 310500.4257 | 247030.0744 | 6576280.7856 | 3371731.5832 | 3204549.2024 |
Total P&L (%) | 557.5305 | 310.5004 | 247.0301 | 6576.2808 | 3371.7316 | 3204.5492 |
Avg Daily Profit (%) | 0.446 | 0.2484 | 0.1976 | 0.3367 | 0.2842 | 0.2802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69955 | -36161 | -62990 | -2761685 | -2279287 | -2833193 |
Profit Factor | 2.7882 | 3.6222 | 2.2775 | 1.9554 | 2.1611 | 1.8053 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 77.1084 | 76.1905 | 78.0488 | 77.1084 | 76.1905 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.8277 | 1.1319 | 0.6405 | 0.5805 | 0.6753 | 0.5077 |
Largest Winning Trade | 30133 | 30133 | 26490 | 1240392 | 1033730 | 1240392 |
Largest Losing Trade | -62990 | -31745 | -62990 | -2039744 | -2039744 | -1585236 |
Avg Bars in Trades | 27 | 35 | 19 | 27 | 35 | 19 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 53 | 74 | 29 | 53 | 74 | 29 |
Bars Traded | 2282 | 1473 | 809 | 2282 | 1473 | 809 |
Profit Streak | 52.7924 | 154.2924 | 52.7924 | 52.7924 | 154.2924 | 52.7924 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607867 | 668112 | 492167 | 516358 | 537878 | 499776 |
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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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