Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635076.0937 | 319943.6711 | 315132.4227 | 8036929.9053 | 5261255.2949 | 2775674.6104 |
Total P&L (%) | 635.0761 | 319.9437 | 315.1324 | 8036.9299 | 5261.2553 | 2775.6746 |
Avg Daily Profit (%) | 0.6217 | 0.3132 | 0.3085 | 0.4316 | 0.3906 | 0.3294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51819 | -42739 | -39226 | -990551 | -445719 | -1198855 |
Profit Factor | 3.1756 | 2.675 | 4.1236 | 3.9473 | 5.5924 | 2.7554 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 59.1549 | 58.3333 | 60 | 59.1549 | 58.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.1927 | 1.9107 | 2.749 | 2.7255 | 3.9945 | 1.8369 |
Largest Winning Trade | 176409 | 176409 | 46457 | 2392284 | 2392284 | 1113467 |
Largest Losing Trade | -35736 | -35736 | -17841 | -990551 | -400246 | -990551 |
Avg Bars in Trades | 79 | 62 | 96 | 79 | 62 | 96 |
Avg Bars in Winners | 76 | 59 | 92 | 76 | 59 | 92 |
Avg Bars in Losers | 82 | 66 | 100 | 82 | 66 | 100 |
Bars Traded | 5612 | 2249 | 3363 | 5612 | 2249 | 3363 |
Profit Streak | 56.7271 | 123.5604 | 56.7271 | 56.7271 | 123.5604 | 56.7271 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70701 | 581597 | 631750 | -71373 | 732953 | 584976 |
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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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