Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450675.0553 | 165929.6258 | 284745.4294 | 3066760.6849 | 1103500.4758 | 1963260.2091 |
Total P&L (%) | 450.6751 | 165.9296 | 284.7454 | 3066.7607 | 1103.5005 | 1963.2602 |
Avg Daily Profit (%) | 0.4411 | 0.1624 | 0.2787 | 0.3388 | 0.2438 | 0.2967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62651 | -77898 | -24436 | -456327 | -553882 | -179908 |
Profit Factor | 2.7746 | 1.8665 | 5.5589 | 2.8515 | 1.8467 | 6.5608 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 62.9032 | 48.3871 | 77.4194 | 62.9032 | 48.3871 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.6363 | 1.9909 | 1.6213 | 1.6817 | 1.9698 | 1.9136 |
Largest Winning Trade | 44292 | 44292 | 35928 | 803409 | 803409 | 387805 |
Largest Losing Trade | -35551 | -35551 | -24436 | -353075 | -353075 | -179908 |
Avg Bars in Trades | 45 | 55 | 36 | 45 | 55 | 36 |
Avg Bars in Winners | 35 | 40 | 32 | 35 | 40 | 32 |
Avg Bars in Losers | 63 | 69 | 49 | 63 | 69 | 49 |
Bars Traded | 2838 | 1713 | 1125 | 2838 | 1713 | 1125 |
Profit Streak | 13.746 | 0 | 125.4127 | 13.746 | 0 | 125.4127 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141250 | 366306 | 770343 | -141560 | 404975 | 802526 |
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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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