Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785768.1318 | 530185.0963 | 255583.0355 | 7196561.3364 | -285829.1635 | 7482390.4999 |
Total P&L (%) | 785.7681 | 530.1851 | 255.583 | 7196.5613 | -285.8292 | 7482.3905 |
Avg Daily Profit (%) | 0.4133 | 0.2789 | 0.1344 | 0.2259 | 0 | 0.2279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54943 | -76401 | -87451 | -4274931 | -6222413 | -1772021 |
Profit Factor | 2.5826 | 2.8836 | 2.1886 | 1.3713 | 0.9791 | 2.3084 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 56.338 | 55.5556 | 57.1429 | 56.338 | 55.5556 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.0015 | 2.3069 | 1.6415 | 1.0627 | 0.7833 | 1.7313 |
Largest Winning Trade | 198527 | 198527 | 66181 | 4061132 | 4061132 | 2125284 |
Largest Losing Trade | -44407 | -38872 | -44407 | -4274931 | -4274931 | -1736553 |
Avg Bars in Trades | 156 | 125 | 187 | 156 | 125 | 187 |
Avg Bars in Winners | 182 | 148 | 217 | 182 | 148 | 217 |
Avg Bars in Losers | 122 | 97 | 148 | 122 | 97 | 148 |
Bars Traded | 11093 | 4522 | 6571 | 11093 | 4522 | 6571 |
Profit Streak | 479.9665 | 479.9665 | 582.1332 | 479.9665 | 479.9665 | 582.1332 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74432 | 558704 | -7161 | -80439 | -579475 | 537178 |
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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) |
---|