Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598410.0869 | 437129.2365 | 161280.8503 | 3154674.2895 | 477090.481 | 2677583.8084 |
Total P&L (%) | 598.4101 | 437.1292 | 161.2809 | 3154.6743 | 477.0905 | 2677.5838 |
Avg Daily Profit (%) | 0.2547 | 0.186 | 0.0686 | 0.1483 | 0.0746 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76538 | -69984 | -39548 | -4899993 | -4021549 | -2188355 |
Profit Factor | 2.6623 | 3.0438 | 2.1038 | 1.2068 | 1.0462 | 1.5432 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 67.7419 | 67.7419 | 67.7419 | 67.7419 | 67.7419 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.2677 | 1.4494 | 1.0018 | 0.5747 | 0.4982 | 0.7349 |
Largest Winning Trade | 134677 | 134677 | 39806 | 2733609 | 2733609 | 1015647 |
Largest Losing Trade | -58265 | -58265 | -24540 | -3214826 | -3214826 | -1777473 |
Avg Bars in Trades | 106 | 131 | 81 | 106 | 131 | 81 |
Avg Bars in Winners | 115 | 152 | 78 | 115 | 152 | 78 |
Avg Bars in Losers | 87 | 87 | 87 | 87 | 87 | 87 |
Bars Traded | 6599 | 4069 | 2529 | 6599 | 4069 | 2529 |
Profit Streak | 0 | 0 | 74.6532 | 0 | 0 | 74.6532 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143727 | 520747 | -95171 | -152968 | -262406 | -495 |
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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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