Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625961.5756 | 401373.4742 | 224588.1014 | 4034167.4654 | 1626658.9852 | 2407508.4803 |
Total P&L (%) | 625.9616 | 401.3735 | 224.5881 | 4034.1675 | 1626.659 | 2407.5085 |
Avg Daily Profit (%) | 0.3577 | 0.2294 | 0.1283 | 0.2129 | 0.1629 | 0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54084 | -57633 | -32375 | -3083826 | -1182724 | -1901101 |
Profit Factor | 2.8326 | 3.7783 | 2.1395 | 1.5709 | 1.5284 | 1.6037 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 51.5152 | 56.25 | 53.8462 | 51.5152 | 56.25 |
Ratio Avg Win / Avg Loss | 2.428 | 3.556 | 1.6641 | 1.3465 | 1.4385 | 1.2473 |
Largest Winning Trade | 158838 | 158838 | 66903 | 2597910 | 1229043 | 2597910 |
Largest Losing Trade | -37085 | -18273 | -37085 | -1901101 | -793209 | -1901101 |
Avg Bars in Trades | 156 | 55 | 261 | 156 | 55 | 261 |
Avg Bars in Winners | 242 | 81 | 394 | 242 | 81 | 394 |
Avg Bars in Losers | 56 | 27 | 89 | 56 | 27 | 89 |
Bars Traded | 10204 | 1840 | 8364 | 10204 | 1840 | 8364 |
Profit Streak | 0 | 0 | 144.5064 | 0 | 0 | 144.5064 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120708 | 537940 | -15865 | -125613 | 337395 | 416426 |
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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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