Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474123.7168 | 1285553.912 | 188569.8048 | 6422066.3674 | 4913767.5373 | 1508298.83 |
Total P&L (%) | 1474.1237 | 1285.5539 | 188.5698 | 6422.0664 | 4913.7675 | 1508.2988 |
Avg Daily Profit (%) | 0.617 | 0.538 | 0.0789 | 0.175 | 0.164 | 0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123982 | -102866 | -112030 | -8757978 | -7128586 | -4730003 |
Profit Factor | 3.2011 | 5.2982 | 1.5088 | 1.2112 | 1.3358 | 1.0956 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 50 | 51.2195 | 50.6024 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.1249 | 5.2982 | 1.4369 | 1.1824 | 1.3358 | 1.0435 |
Largest Winning Trade | 682045 | 682045 | 75369 | 5726681 | 5726681 | 3308169 |
Largest Losing Trade | -57670 | -35619 | -57670 | -3619934 | -3600819 | -3619934 |
Avg Bars in Trades | 83 | 75 | 92 | 83 | 75 | 92 |
Avg Bars in Winners | 109 | 102 | 117 | 109 | 102 | 117 |
Avg Bars in Losers | 57 | 47 | 67 | 57 | 47 | 67 |
Bars Traded | 6964 | 3152 | 3811 | 6964 | 3152 | 3811 |
Profit Streak | 59.4378 | 59.4378 | 83.4378 | 59.4378 | 59.4378 | 83.4378 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 647040 | 718608 | -85061 | 274291 | 325923 | -151462 |
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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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