Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514980.2736 | 254050.7353 | 260929.5383 | 2482653.4638 | 1291253.9263 | 1191399.5376 |
Total P&L (%) | 514.9803 | 254.0507 | 260.9295 | 2482.6535 | 1291.2539 | 1191.3995 |
Avg Daily Profit (%) | 0.5 | 0.2467 | 0.2533 | 0.3162 | 0.2559 | 0.2487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71035 | -71096 | -68620 | -142955 | -142955 | -94225 |
Profit Factor | 2.6259 | 2.1371 | 3.7966 | 5.4263 | 3.944 | 10.7441 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 63.7931 | 58.6207 | 68.9655 | 63.7931 | 58.6207 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.4904 | 1.5085 | 1.7085 | 3.0798 | 2.784 | 4.8348 |
Largest Winning Trade | 169816 | 169816 | 42830 | 583338 | 583338 | 472220 |
Largest Losing Trade | -39851 | -39851 | -38109 | -142955 | -142955 | -61159 |
Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
Avg Bars in Winners | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Losers | 69 | 88 | 43 | 69 | 88 | 43 |
Bars Traded | 2815 | 1575 | 1240 | 2815 | 1575 | 1240 |
Profit Streak | 126.9894 | 126.9894 | 545.6561 | 126.9894 | 126.9894 | 545.6561 |
Trades During Streak | 7 | 3 | 14 | 7 | 3 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161726 | 521935 | 680139 | -159087 | 646200 | 751880 |
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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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