Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1805401.2719 | 1706191.5089 | 99209.763 | 1971854.386 | 1101534.5086 | 870319.8773 |
Total P&L (%) | 1805.4013 | 1706.1915 | 99.2098 | 1971.8544 | 1101.5345 | 870.3199 |
Avg Daily Profit (%) | 0.7819 | 0.7389 | 0.043 | 0.1314 | 0.1077 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88745 | -94403 | -101849 | -1303391 | -1395337 | -636221 |
Profit Factor | 4.625 | 7.704 | 1.4074 | 1.3884 | 1.3906 | 1.3857 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 46.2687 | 38.2353 | 54.5455 | 46.2687 | 38.2353 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.371 | 12.4449 | 1.1728 | 1.6124 | 2.2464 | 1.1547 |
Largest Winning Trade | 1426250 | 1426250 | 80014 | 1413039 | 1413039 | 763676 |
Largest Losing Trade | -69399 | -39104 | -69399 | -598959 | -597989 | -598959 |
Avg Bars in Trades | 95 | 74 | 116 | 95 | 74 | 116 |
Avg Bars in Winners | 155 | 142 | 164 | 155 | 142 | 164 |
Avg Bars in Losers | 43 | 32 | 59 | 43 | 32 | 59 |
Bars Traded | 6379 | 2527 | 3852 | 6379 | 2527 | 3852 |
Profit Streak | 45.1678 | 54.5011 | 45.1678 | 45.1678 | 54.5011 | 45.1678 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100653 | 647455 | -133224 | -136697 | -50185 | -58942 |
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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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