Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512259.0247 | 408624.3288 | 103634.6959 | 814409.4232 | 570825.9986 | 243583.4246 |
Total P&L (%) | 512.259 | 408.6243 | 103.6347 | 814.4094 | 570.826 | 243.5834 |
Avg Daily Profit (%) | 0.2876 | 0.2294 | 0.0582 | 0.1243 | 0.1069 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112085 | -75210 | -64801 | -1964731 | -1103540 | -1195096 |
Profit Factor | 2.1879 | 3.2526 | 1.4148 | 1.1589 | 1.2437 | 1.0876 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.4531 | 3.0719 | 1.8864 | 1.2994 | 1.1746 | 1.4501 |
Largest Winning Trade | 169720 | 169720 | 75194 | 1249516 | 1249516 | 697174 |
Largest Losing Trade | -32081 | -32081 | -29445 | -605867 | -605867 | -578494 |
Avg Bars in Trades | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Winners | 104 | 93 | 116 | 104 | 93 | 116 |
Avg Bars in Losers | 46 | 44 | 47 | 46 | 44 | 47 |
Bars Traded | 5158 | 2455 | 2703 | 5158 | 2455 | 2703 |
Profit Streak | 24.6698 | 45.3365 | 24.6698 | 24.6698 | 45.3365 | 24.6698 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85474 | 564665 | -115568 | -170719 | -48486 | -226818 |
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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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