Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063929.3026 | 967419.0798 | 96510.2228 | 426685.3382 | 141194.0375 | 285491.3006 |
Total P&L (%) | 1063.9293 | 967.4191 | 96.5102 | 426.6853 | 141.194 | 285.4913 |
Avg Daily Profit (%) | 0.4468 | 0.4063 | 0.0405 | 0.0698 | 0.037 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170847 | -101137 | -92955 | -764042 | -346568 | -417473 |
Profit Factor | 2.8184 | 4.2649 | 1.3342 | 1.2059 | 1.1495 | 1.253 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.4548 | 3.9806 | 1.084 | 1.0503 | 1.0729 | 1.0181 |
Largest Winning Trade | 639907 | 639907 | 61101 | 335499 | 278076 | 335499 |
Largest Losing Trade | -59227 | -59227 | -51744 | -347369 | -310721 | -347369 |
Avg Bars in Trades | 119 | 101 | 137 | 119 | 101 | 137 |
Avg Bars in Winners | 171 | 146 | 195 | 171 | 146 | 195 |
Avg Bars in Losers | 59 | 53 | 66 | 59 | 53 | 66 |
Bars Traded | 6944 | 2950 | 3994 | 6944 | 2950 | 3994 |
Profit Streak | 30.49 | 30.49 | 48.8233 | 30.49 | 30.49 | 48.8233 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162025 | 656154 | -136870 | -277791 | -198366 | -115830 |
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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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