Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40694.7289 | 65355.6239 | -24660.895 | 2921793.8296 | 420875.0453 | 2500918.7843 |
Total P&L (%) | 40.6947 | 65.3556 | -24.6609 | 2921.7938 | 420.875 | 2500.9188 |
Avg Daily Profit (%) | 0.0298 | 0.0478 | -0.018 | 0.2495 | 0.1207 | 0.2385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -365699 | -24360 | -353037 | -1030170 | -640953 | -1044362 |
Profit Factor | 1.074 | 1.544 | 0.9426 | 2.0767 | 1.4062 | 2.491 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 53 | 25 | 28 | 47 | 23 | 24 |
Losing Trades | 20 | 12 | 8 | 26 | 14 | 12 |
Profitability (%) | 72.6027 | 67.5676 | 77.7778 | 64.3836 | 62.1622 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4053 | 0.7411 | 0.2693 | 1.1488 | 0.8559 | 1.2455 |
Largest Winning Trade | 38600 | 26297 | 38600 | 923252 | 168004 | 923252 |
Largest Losing Trade | -250818 | -21965 | -250818 | -904096 | -556784 | -904096 |
Avg Bars in Trades | 68 | 30 | 106 | 68 | 30 | 106 |
Avg Bars in Winners | 50 | 19 | 78 | 64 | 27 | 100 |
Avg Bars in Losers | 115 | 55 | 206 | 74 | 36 | 119 |
Bars Traded | 4981 | 1141 | 3841 | 4981 | 1141 | 3841 |
Profit Streak | 124.6328 | 202.8828 | 124.6328 | 124.6328 | 202.8828 | 124.6328 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -367768 | -125828 | -576613 | -61485 | -29793 | 530210 |
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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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