Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222520.5901 | 1074173.1802 | 148347.4099 | 1061267.5664 | 934112.5859 | 127154.9805 |
Total P&L (%) | 1222.5206 | 1074.1732 | 148.3474 | 1061.2676 | 934.1126 | 127.155 |
Avg Daily Profit (%) | 0.5122 | 0.4501 | 0.0622 | 0.1028 | 0.0979 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97890 | -63184 | -75420 | -2890427 | -1406411 | -1945544 |
Profit Factor | 3.0158 | 4.4314 | 1.5056 | 1.1347 | 1.2636 | 1.0293 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 47.6923 | 54.5455 | 40.625 | 47.6923 | 54.5455 | 40.625 |
Ratio Avg Win / Avg Loss | 3.3077 | 3.6929 | 2.2004 | 1.2446 | 1.053 | 1.5044 |
Largest Winning Trade | 744939 | 744939 | 59245 | 1292824 | 1292824 | 1267407 |
Largest Losing Trade | -51515 | -51515 | -41685 | -1469728 | -1077978 | -1469728 |
Avg Bars in Trades | 106 | 86 | 126 | 106 | 86 | 126 |
Avg Bars in Winners | 155 | 114 | 212 | 155 | 114 | 212 |
Avg Bars in Losers | 61 | 53 | 68 | 61 | 53 | 68 |
Bars Traded | 6915 | 2856 | 4059 | 6915 | 2856 | 4059 |
Profit Streak | 20.3116 | 31.3116 | 20.3116 | 20.3116 | 31.3116 | 20.3116 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118961 | 688209 | -110602 | -263072 | -60391 | -337220 |
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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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