Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203346.2422 | 1087746.3895 | 115599.8527 | 397502.1325 | 1107479.8582 | -709977.7257 |
Total P&L (%) | 1203.3462 | 1087.7464 | 115.5999 | 397.5021 | 1107.4799 | -709.9777 |
Avg Daily Profit (%) | 0.5065 | 0.4578 | 0.0487 | 0.0675 | 0.1049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177158 | -104186 | -115217 | -7930929 | -6318337 | -7051384 |
Profit Factor | 2.6134 | 3.6682 | 1.3418 | 1.0156 | 1.0819 | 0.9407 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 49.3671 | 46.1538 | 52.5 | 49.3671 | 46.1538 | 52.5 |
Ratio Avg Win / Avg Loss | 2.6804 | 4.2795 | 1.214 | 1.0416 | 1.2622 | 0.8511 |
Largest Winning Trade | 654310 | 654310 | 56056 | 4924769 | 4924769 | 3007271 |
Largest Losing Trade | -58630 | -43228 | -58630 | -4470482 | -2635791 | -4470482 |
Avg Bars in Trades | 57 | 69 | 45 | 57 | 69 | 45 |
Avg Bars in Winners | 71 | 86 | 57 | 71 | 86 | 57 |
Avg Bars in Losers | 44 | 54 | 32 | 44 | 54 | 32 |
Bars Traded | 4530 | 2703 | 1827 | 4530 | 2703 | 1827 |
Profit Streak | 37.0284 | 0 | 76.0284 | 37.0284 | 0 | 76.0284 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15338 | 561037 | -126686 | -337098 | -184479 | -579867 |
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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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