Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691893.668 | 550536.3748 | 141357.2932 | 2070330.2112 | 1502358.7651 | 567971.4461 |
Total P&L (%) | 691.8937 | 550.5364 | 141.3573 | 2070.3302 | 1502.3588 | 567.9714 |
Avg Daily Profit (%) | 0.3021 | 0.2404 | 0.0617 | 0.1345 | 0.1212 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98795 | -146390 | -58198 | -724473 | -668913 | -408003 |
Profit Factor | 2.6286 | 3.0982 | 1.8701 | 1.9738 | 2.1679 | 1.6765 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 52.6316 | 44.8276 | 60.7143 | 52.6316 | 44.8276 | 60.7143 |
Ratio Avg Win / Avg Loss | 2.3657 | 3.8132 | 1.21 | 1.7764 | 2.6682 | 1.0848 |
Largest Winning Trade | 311595 | 311595 | 45328 | 694763 | 694763 | 389325 |
Largest Losing Trade | -39318 | -39318 | -29098 | -265737 | -199991 | -265737 |
Avg Bars in Trades | 112 | 127 | 96 | 112 | 127 | 96 |
Avg Bars in Winners | 145 | 195 | 106 | 145 | 195 | 106 |
Avg Bars in Losers | 75 | 71 | 81 | 75 | 71 | 81 |
Bars Traded | 6390 | 3686 | 2704 | 6390 | 3686 | 2704 |
Profit Streak | 321.0477 | 336.0477 | 321.0477 | 321.0477 | 336.0477 | 321.0477 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163848 | 488894 | -126763 | -187109 | -27372 | -98407 |
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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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