Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742632.8107 | 585938.8262 | 156693.9845 | 368924.761 | 2046592.873 | -1677668.1119 |
Total P&L (%) | 742.6328 | 585.9388 | 156.694 | 368.9248 | 2046.5929 | -1677.6681 |
Avg Daily Profit (%) | 0.4176 | 0.3295 | 0.0881 | 0.0869 | 0.1726 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124554 | -88713 | -90563 | -3728087 | -1059275 | -2799122 |
Profit Factor | 1.9544 | 2.9233 | 1.331 | 1.0439 | 1.8993 | 0.7264 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 61.4679 | 53.7037 | 69.0909 | 61.4679 | 53.7037 | 69.0909 |
Ratio Avg Win / Avg Loss | 1.2251 | 2.5201 | 0.5954 | 0.6544 | 1.6374 | 0.325 |
Largest Winning Trade | 218570 | 218570 | 61349 | 1144476 | 1144476 | 738134 |
Largest Losing Trade | -86875 | -33374 | -86875 | -2176208 | -413651 | -2176208 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 36 | 28 | 47 | 36 | 28 | 47 |
Bars Traded | 3438 | 1446 | 1992 | 3438 | 1446 | 1992 |
Profit Streak | 65.8402 | 106.8402 | 65.8402 | 65.8402 | 106.8402 | 65.8402 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565656 | -163613 | -253335 | -247620 | -166930 | -757387 |
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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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