Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629030.443 | 443069.6868 | 185960.7562 | 1105610.9378 | 9932.1643 | 1095678.7736 |
Total P&L (%) | 629.0304 | 443.0697 | 185.9608 | 1105.6109 | 9.9322 | 1095.6788 |
Avg Daily Profit (%) | 0.3955 | 0.2786 | 0.1169 | 0.1567 | 0.006 | 0.1561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179952 | -130535 | -57736 | -1022363 | -942195 | -564909 |
Profit Factor | 2.3957 | 2.5458 | 2.1336 | 1.3936 | 1.0054 | 2.1248 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 57.5758 | 54.5455 | 60.6061 | 57.5758 | 54.5455 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.7653 | 2.1215 | 1.3868 | 1.0268 | 0.8378 | 1.3811 |
Largest Winning Trade | 260549 | 260549 | 42228 | 678817 | 678817 | 483158 |
Largest Losing Trade | -70892 | -70892 | -35320 | -564909 | -554479 | -564909 |
Avg Bars in Trades | 45 | 64 | 27 | 45 | 64 | 27 |
Avg Bars in Winners | 44 | 61 | 28 | 44 | 61 | 28 |
Avg Bars in Losers | 48 | 67 | 25 | 48 | 67 | 25 |
Bars Traded | 3025 | 2133 | 892 | 3025 | 2133 | 892 |
Profit Streak | 69.5698 | 69.5698 | 127.5698 | 69.5698 | 69.5698 | 127.5698 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111866 | 513675 | -31379 | -117816 | -565763 | 474469 |
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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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