Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516428.6188 | 432985.0777 | 83443.5411 | 1511665.1269 | 1131032.2964 | 380632.8305 |
Total P&L (%) | 516.4286 | 432.9851 | 83.4435 | 1511.6651 | 1131.0323 | 380.6328 |
Avg Daily Profit (%) | 0.3659 | 0.3068 | 0.0591 | 0.1972 | 0.178 | 0.1113 |
Buy And Hold Return (%) | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 |
Max Trade Drawdown | -135889 | -142069 | -7372 | -572680 | -601499 | -25221 |
Profit Factor | 2.838 | 2.6918 | 4.3337 | 2.5411 | 2.2462 | 6.1892 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 72 | 75.6757 | 68.4211 | 72 | 75.6757 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.1037 | 0.8652 | 2.0002 | 0.9882 | 0.722 | 2.8566 |
Largest Winning Trade | 105066 | 105066 | 12799 | 408691 | 408691 | 128546 |
Largest Losing Trade | -70135 | -70135 | -6000 | -276213 | -276213 | -25221 |
Avg Bars in Trades | 199 | 402 | 2 | 199 | 402 | 2 |
Avg Bars in Winners | 99 | 189 | 1 | 99 | 189 | 1 |
Avg Bars in Losers | 459 | 1067 | 3 | 459 | 1067 | 3 |
Bars Traded | 14998 | 14901 | 97 | 14998 | 14901 | 97 |
Profit Streak | 587.0436 | 703.7936 | 587.0436 | 587.0436 | 703.7936 | 587.0436 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42935 | 561742 | -102622 | -46617 | 506168 | -31832 |
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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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