Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646782.4174 | 493381.3272 | 153401.0902 | 1458048.4752 | 617394.5649 | 840653.9102 |
Total P&L (%) | 646.7824 | 493.3813 | 153.4011 | 1458.0485 | 617.3946 | 840.6539 |
Avg Daily Profit (%) | 0.3641 | 0.2778 | 0.0864 | 0.1547 | 0.111 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79946 | -79244 | -63415 | -1516331 | -1760604 | -1294102 |
Profit Factor | 2.2894 | 2.7993 | 1.6745 | 1.1847 | 1.132 | 1.2611 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 57.3529 | 50 | 64.7059 | 57.3529 | 50 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.7024 | 2.7993 | 0.9134 | 0.8809 | 1.132 | 0.6879 |
Largest Winning Trade | 195537 | 195537 | 63607 | 989773 | 989773 | 633599 |
Largest Losing Trade | -46391 | -40220 | -46391 | -905853 | -905853 | -735109 |
Avg Bars in Trades | 76 | 58 | 94 | 76 | 58 | 94 |
Avg Bars in Winners | 71 | 54 | 84 | 71 | 54 | 84 |
Avg Bars in Losers | 84 | 63 | 113 | 84 | 63 | 113 |
Bars Traded | 5215 | 2002 | 3213 | 5215 | 2002 | 3213 |
Profit Streak | 60.1889 | 103.8555 | 60.1889 | 60.1889 | 103.8555 | 60.1889 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97296 | 524494 | -74402 | -122519 | -118781 | -22996 |
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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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