Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717209.9745 | 371694.5079 | 345515.4667 | 11234708.3807 | 5471290.6618 | 5763417.7189 |
Total P&L (%) | 717.21 | 371.6945 | 345.5155 | 11234.7084 | 5471.2907 | 5763.4177 |
Avg Daily Profit (%) | 0.6977 | 0.3616 | 0.3361 | 0.4612 | 0.3918 | 0.3968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76626 | -66746 | -36915 | -1038983 | -1038983 | -213544 |
Profit Factor | 3.1882 | 2.4627 | 5.6915 | 4.3098 | 2.8417 | 14.6074 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 66.1765 | 58.8235 | 73.5294 | 66.1765 | 58.8235 | 73.5294 |
Ratio Avg Win / Avg Loss | 1.6295 | 1.7239 | 2.0489 | 2.2028 | 1.9892 | 5.2587 |
Largest Winning Trade | 189680 | 189680 | 49399 | 4395797 | 4395797 | 2093667 |
Largest Losing Trade | -36549 | -36549 | -15502 | -1038983 | -1038983 | -103310 |
Avg Bars in Trades | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Winners | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Losers | 48 | 58 | 33 | 48 | 58 | 33 |
Bars Traded | 2862 | 1507 | 1355 | 2862 | 1507 | 1355 |
Profit Streak | 18.2924 | 0 | 290.6257 | 18.2924 | 0 | 290.6257 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92455 | 533582 | 777463 | -93280 | 584223 | 819291 |
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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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