Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546926.4688 | 243565.0349 | 303361.4339 | 4496557.0209 | 1868494.5558 | 2628062.4651 |
Total P&L (%) | 546.9265 | 243.565 | 303.3614 | 4496.557 | 1868.4946 | 2628.0625 |
Avg Daily Profit (%) | 0.5353 | 0.2384 | 0.2969 | 0.3754 | 0.2921 | 0.3241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67196 | -99585 | -28905 | -827837 | -1248277 | -339611 |
Profit Factor | 2.8609 | 2.0406 | 6.0683 | 2.3542 | 1.7238 | 4.5572 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 60 | 48.5714 | 71.4286 | 60 | 48.5714 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.9073 | 2.1607 | 2.4273 | 1.5695 | 1.8252 | 1.8229 |
Largest Winning Trade | 125241 | 125241 | 36901 | 1409155 | 1409155 | 562899 |
Largest Losing Trade | -41362 | -41362 | -28905 | -546062 | -546062 | -339611 |
Avg Bars in Trades | 40 | 48 | 32 | 40 | 48 | 32 |
Avg Bars in Winners | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Losers | 54 | 61 | 42 | 54 | 61 | 42 |
Bars Traded | 2839 | 1707 | 1132 | 2839 | 1707 | 1132 |
Profit Streak | 13.9207 | 0 | 35.5873 | 13.9207 | 0 | 35.5873 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80240 | 405457 | 730394 | -82585 | 414964 | 715674 |
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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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