Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625135.4662 | 498690.4783 | 126444.9879 | 1810664.1058 | 1063170.2581 | 747493.8476 |
Total P&L (%) | 625.1355 | 498.6905 | 126.445 | 1810.6641 | 1063.1703 | 747.4938 |
Avg Daily Profit (%) | 0.3529 | 0.2815 | 0.0714 | 0.1667 | 0.1386 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94255 | -71845 | -68638 | -508297 | -237552 | -354355 |
Profit Factor | 2.6431 | 4.3257 | 1.5486 | 1.9089 | 2.3124 | 1.6324 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 41.3793 | 46.6667 | 44.0678 | 41.3793 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.3547 | 6.128 | 1.7698 | 2.4228 | 3.2759 | 1.8656 |
Largest Winning Trade | 195907 | 195907 | 75171 | 827193 | 519463 | 827193 |
Largest Losing Trade | -42286 | -24225 | -42286 | -255478 | -183461 | -255478 |
Avg Bars in Trades | 87 | 76 | 97 | 87 | 76 | 97 |
Avg Bars in Winners | 147 | 124 | 167 | 147 | 124 | 167 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 5135 | 2204 | 2931 | 5135 | 2204 | 2931 |
Profit Streak | 33.3773 | 0 | 46.044 | 33.3773 | 0 | 46.044 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166880 | 439572 | -95717 | -169888 | -6602 | -29152 |
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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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