Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915039.4213 | 795195.4299 | 119843.9914 | 2835602.9932 | 1250290.1171 | 1585312.8762 |
Total P&L (%) | 915.0394 | 795.1954 | 119.844 | 2835.603 | 1250.2901 | 1585.3129 |
Avg Daily Profit (%) | 0.3836 | 0.3333 | 0.0502 | 0.1418 | 0.1092 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60517 | -55902 | -124601 | -513733 | -174310 | -398733 |
Profit Factor | 3.7241 | 6.5355 | 1.6234 | 3.1041 | 3.0866 | 3.118 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 58.4615 | 57.5758 | 59.375 | 58.4615 | 57.5758 | 59.375 |
Ratio Avg Win / Avg Loss | 2.6461 | 4.8157 | 1.1107 | 2.2055 | 2.2743 | 2.1334 |
Largest Winning Trade | 642247 | 642247 | 70629 | 820438 | 390495 | 820438 |
Largest Losing Trade | -38081 | -35975 | -38081 | -398733 | -114999 | -398733 |
Avg Bars in Trades | 62 | 45 | 79 | 62 | 45 | 79 |
Avg Bars in Winners | 90 | 70 | 109 | 90 | 70 | 109 |
Avg Bars in Losers | 22 | 11 | 33 | 22 | 11 | 33 |
Bars Traded | 4031 | 1502 | 2529 | 4031 | 1502 | 2529 |
Profit Streak | 71.4657 | 71.4657 | 327.4657 | 71.4657 | 71.4657 | 327.4657 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117469 | 691957 | -121709 | -131369 | -39413 | -26317 |
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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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