Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166490.2289 | 1039529.6627 | 126960.5661 | 4394801.9335 | 420465.5151 | 3974336.4184 |
Total P&L (%) | 1166.4902 | 1039.5297 | 126.9606 | 4394.8019 | 420.4655 | 3974.3364 |
Avg Daily Profit (%) | 0.5034 | 0.4486 | 0.0548 | 0.1644 | 0.0712 | 0.1601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91343 | -121686 | -156641 | -2950156 | -2734085 | -1391793 |
Profit Factor | 2.7552 | 4.1831 | 1.3756 | 1.2937 | 1.041 | 1.8453 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 50 | 44.7368 | 55.2632 | 50 | 44.7368 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.7552 | 5.1673 | 1.1136 | 1.2937 | 1.2859 | 1.4939 |
Largest Winning Trade | 388225 | 388225 | 62950 | 2117372 | 2117372 | 2021522 |
Largest Losing Trade | -52790 | -52790 | -44702 | -1986441 | -1986441 | -865666 |
Avg Bars in Trades | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Winners | 119 | 106 | 130 | 119 | 106 | 130 |
Avg Bars in Losers | 53 | 63 | 41 | 53 | 63 | 41 |
Bars Traded | 6578 | 3137 | 3441 | 6578 | 3137 | 3441 |
Profit Streak | 64.8033 | 0 | 198.8033 | 64.8033 | 0 | 198.8033 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37330 | 551684 | -117539 | -45440 | -275350 | 423330 |
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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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