Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450692.9906 | 209737.4126 | 240955.578 | 4122075.7608 | 1906170.3111 | 2215905.4497 |
Total P&L (%) | 450.693 | 209.7374 | 240.9556 | 4122.0758 | 1906.1703 | 2215.9055 |
Avg Daily Profit (%) | 0.2457 | 0.1144 | 0.1314 | 0.2043 | 0.1636 | 0.1715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57281 | -57721 | -15405 | -556490 | -556490 | -167845 |
Profit Factor | 4.5878 | 2.9891 | 12.9443 | 4.0486 | 2.6959 | 10.713 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 81.1594 | 80 | 82.3529 | 81.1594 | 80 | 82.3529 |
Ratio Avg Win / Avg Loss | 1.065 | 0.7473 | 2.7738 | 0.9398 | 0.674 | 2.2956 |
Largest Winning Trade | 40369 | 40369 | 31914 | 592137 | 592137 | 553678 |
Largest Losing Trade | -57281 | -57281 | -15405 | -556490 | -556490 | -167845 |
Avg Bars in Trades | 43 | 51 | 34 | 43 | 51 | 34 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 132 | 161 | 98 | 132 | 161 | 98 |
Bars Traded | 2988 | 1804 | 1184 | 2988 | 1804 | 1184 |
Profit Streak | 107.9541 | 107.9541 | 235.4541 | 107.9541 | 107.9541 | 235.4541 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86212 | -32556 | -3645 | -88212 | 537464 | 783992 |
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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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