Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285793.2903 | 1194058.0909 | 91735.1994 | 127795.7525 | -1236363.418 | 1364159.1706 |
Total P&L (%) | 1285.7933 | 1194.0581 | 91.7352 | 127.7958 | -1236.3634 | 1364.1592 |
Avg Daily Profit (%) | 0.547 | 0.5079 | 0.039 | 0.035 | 0 | 0.1142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145073 | -108723 | -145517 | -2012119 | -1834566 | -605749 |
Profit Factor | 2.8789 | 4.2436 | 1.2901 | 1.0231 | 0.6721 | 1.7699 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 46.875 | 34.375 | 59.375 | 46.875 | 34.375 | 59.375 |
Ratio Avg Win / Avg Loss | 3.2627 | 8.1013 | 0.8827 | 1.1595 | 1.2832 | 1.211 |
Largest Winning Trade | 1118092 | 1118092 | 60614 | 680869 | 680869 | 576909 |
Largest Losing Trade | -68481 | -50617 | -68481 | -860714 | -860714 | -553459 |
Avg Bars in Trades | 215 | 241 | 189 | 215 | 241 | 189 |
Avg Bars in Winners | 285 | 336 | 255 | 285 | 336 | 255 |
Avg Bars in Losers | 154 | 192 | 92 | 154 | 192 | 92 |
Bars Traded | 13801 | 7740 | 6061 | 13801 | 7740 | 6061 |
Profit Streak | 118.2232 | 118.2232 | 159.5565 | 118.2232 | 118.2232 | 159.5565 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126863 | 445155 | -140272 | -484632 | -584655 | -35687 |
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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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