Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612947.9097 | 306915.0245 | 306032.8852 | 6243436.004 | 4397891.2773 | 1845544.7267 |
Total P&L (%) | 612.9479 | 306.915 | 306.0329 | 6243.436 | 4397.8913 | 1845.5447 |
Avg Daily Profit (%) | 0.5963 | 0.2986 | 0.2977 | 0.4045 | 0.3709 | 0.2891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60108 | -38671 | -41822 | -2310829 | -218361 | -2310829 |
Profit Factor | 3.1733 | 3.1941 | 3.1529 | 2.8656 | 9.3628 | 1.6543 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 64.7059 | 58.8235 | 70.5882 | 64.7059 | 58.8235 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.7309 | 2.2358 | 1.3137 | 1.5631 | 6.554 | 0.6893 |
Largest Winning Trade | 186536 | 186536 | 51131 | 3248439 | 3248439 | 1663635 |
Largest Losing Trade | -31029 | -27201 | -31029 | -2310829 | -128302 | -2310829 |
Avg Bars in Trades | 41 | 24 | 59 | 41 | 24 | 59 |
Avg Bars in Winners | 33 | 20 | 45 | 33 | 20 | 45 |
Avg Bars in Losers | 56 | 29 | 93 | 56 | 29 | 93 |
Bars Traded | 2837 | 818 | 2019 | 2837 | 818 | 2019 |
Profit Streak | 26.5928 | 234.2595 | 26.5928 | 26.5928 | 234.2595 | 26.5928 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93088 | 628061 | 596272 | -95320 | 752587 | 444528 |
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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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