Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887530.3167 | 718158.4303 | 169371.8865 | 3821709.7869 | 557832.2848 | 3263877.5021 |
Total P&L (%) | 887.5303 | 718.1584 | 169.3719 | 3821.7098 | 557.8323 | 3263.8775 |
Avg Daily Profit (%) | 0.4555 | 0.3686 | 0.0869 | 0.1885 | 0.0967 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92117 | -56720 | -85851 | -2734300 | -2264408 | -1023489 |
Profit Factor | 3.1385 | 4.9988 | 1.7194 | 1.5632 | 1.1722 | 1.9202 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.125 | 50 | 56.25 | 53.125 | 50 | 56.25 |
Ratio Avg Win / Avg Loss | 2.7693 | 4.9988 | 1.3373 | 1.3793 | 1.1722 | 1.4935 |
Largest Winning Trade | 484007 | 484007 | 59634 | 1331705 | 1268283 | 1331705 |
Largest Losing Trade | -47726 | -34830 | -47726 | -1009782 | -677463 | -1009782 |
Avg Bars in Trades | 87 | 70 | 105 | 87 | 70 | 105 |
Avg Bars in Winners | 129 | 103 | 152 | 129 | 103 | 152 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 5623 | 2263 | 3360 | 5623 | 2263 | 3360 |
Profit Streak | 57.1511 | 139.8178 | 0 | 57.1511 | 139.8178 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126314 | 655252 | -73971 | -132901 | -93547 | 402658 |
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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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