Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744219.5448 | 555195.8896 | 189023.6552 | 6338420.2622 | 2333873.5348 | 4004546.7273 |
Total P&L (%) | 744.2195 | 555.1959 | 189.0237 | 6338.4203 | 2333.8735 | 4004.5467 |
Avg Daily Profit (%) | 0.4204 | 0.3136 | 0.1068 | 0.2355 | 0.1805 | 0.2101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52807 | -36175 | -60655 | -1438084 | -1372349 | -1037398 |
Profit Factor | 2.7956 | 3.6479 | 1.923 | 2.1849 | 1.6938 | 3.0169 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 46.6667 | 40.5405 | 52.6316 | 46.6667 | 40.5405 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.195 | 5.3502 | 1.7307 | 2.4971 | 2.4843 | 2.7152 |
Largest Winning Trade | 184684 | 184684 | 80132 | 1599916 | 1270261 | 1599916 |
Largest Losing Trade | -26765 | -23128 | -26765 | -783090 | -783090 | -758196 |
Avg Bars in Trades | 137 | 124 | 150 | 137 | 124 | 150 |
Avg Bars in Winners | 220 | 223 | 218 | 220 | 223 | 218 |
Avg Bars in Losers | 65 | 56 | 75 | 65 | 56 | 75 |
Bars Traded | 10322 | 4609 | 5714 | 10322 | 4609 | 5714 |
Profit Streak | 34.0083 | 0 | 45.8416 | 34.0083 | 0 | 45.8416 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46775 | 437003 | -45879 | -49533 | 266653 | 532708 |
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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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