Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261799.9476 | 290952.8154 | -29152.8678 | 20351440.6274 | 8665956.4909 | 11685484.1365 |
Total P&L (%) | 261.7999 | 290.9528 | -29.1529 | 20351.4406 | 8665.9565 | 11685.4841 |
Avg Daily Profit (%) | 0.1206 | 0.1341 | -0.0134 | 0.2455 | 0.2063 | 0.22 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -417512 | -74420 | -411010 | -4076145 | -2969667 | -2246074 |
Profit Factor | 1.3323 | 2.2555 | 0.9476 | 3.3842 | 2.7675 | 4.2166 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 29 | 33 | 58 | 27 | 31 |
Losing Trades | 22 | 13 | 9 | 26 | 15 | 11 |
Profitability (%) | 73.8095 | 69.0476 | 78.5714 | 69.0476 | 64.2857 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.4727 | 1.0111 | 0.2584 | 1.5171 | 1.5375 | 1.4962 |
Largest Winning Trade | 63124 | 63124 | 48671 | 2377288 | 2377288 | 2284375 |
Largest Losing Trade | -311288 | -33175 | -311288 | -1502773 | -1502773 | -1240528 |
Avg Bars in Trades | 73 | 78 | 69 | 73 | 78 | 69 |
Avg Bars in Winners | 50 | 49 | 50 | 54 | 52 | 57 |
Avg Bars in Losers | 139 | 142 | 136 | 115 | 125 | 102 |
Bars Traded | 6193 | 3284 | 2908 | 6193 | 3284 | 2908 |
Profit Streak | 286.6199 | 397.6199 | 286.6199 | 286.6199 | 397.6199 | 286.6199 |
Trades During Streak | 12 | 9 | 6 | 12 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28235 | -6912 | -575617 | 698444 | 601993 | 678997 |
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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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