Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438845.8759 | 214832.9421 | 224012.9338 | 3618771.7222 | 1750488.9143 | 1868282.8079 |
Total P&L (%) | 438.8459 | 214.8329 | 224.0129 | 3618.7717 | 1750.4889 | 1868.2828 |
Avg Daily Profit (%) | 0.2393 | 0.1171 | 0.1221 | 0.1974 | 0.1592 | 0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57281 | -57281 | -15700 | -596816 | -596816 | -193437 |
Profit Factor | 4.5466 | 3.1544 | 10.327 | 3.396 | 2.576 | 5.6751 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 9 | 5 | 4 | 9 | 5 | 4 |
Profitability (%) | 85.7143 | 84.375 | 87.0968 | 85.7143 | 84.375 | 87.0968 |
Ratio Avg Win / Avg Loss | 0.7578 | 0.5841 | 1.5299 | 0.566 | 0.477 | 0.8408 |
Largest Winning Trade | 40369 | 40369 | 38860 | 619884 | 619884 | 487675 |
Largest Losing Trade | -57281 | -57281 | -15700 | -596816 | -596816 | -193437 |
Avg Bars in Trades | 47 | 56 | 38 | 47 | 56 | 38 |
Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Losers | 194 | 225 | 155 | 194 | 225 | 155 |
Bars Traded | 2986 | 1803 | 1183 | 2986 | 1803 | 1183 |
Profit Streak | 103.3845 | 103.3845 | 218.8845 | 103.3845 | 103.3845 | 218.8845 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132519 | -28130 | -15522 | -133429 | 542278 | 688565 |
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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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