Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373250.5861 | 1134488.387 | 238762.199 | 8101254.3466 | 2357155.992 | 5744098.3547 |
Total P&L (%) | 1373.2506 | 1134.4884 | 238.7622 | 8101.2543 | 2357.156 | 5744.0984 |
Avg Daily Profit (%) | 0.5735 | 0.4738 | 0.0997 | 0.1842 | 0.1338 | 0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86006 | -51665 | -97779 | -8287022 | -4329798 | -6202807 |
Profit Factor | 3.6157 | 5.6809 | 1.8447 | 1.2835 | 1.1699 | 1.3908 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.5798 | 8.1156 | 2.0753 | 1.6258 | 1.6713 | 1.5646 |
Largest Winning Trade | 699819 | 699819 | 70033 | 4475684 | 3294428 | 4475684 |
Largest Losing Trade | -50037 | -36305 | -50037 | -3049641 | -2498846 | -3049641 |
Avg Bars in Trades | 103 | 73 | 132 | 103 | 73 | 132 |
Avg Bars in Winners | 190 | 129 | 243 | 190 | 129 | 243 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 7004 | 2514 | 4490 | 7004 | 2514 | 4490 |
Profit Streak | 27.331 | 0 | 30.6644 | 27.331 | 0 | 30.6644 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97514 | 548035 | -56985 | -106527 | -50007 | 320776 |
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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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