Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126008.2653 | 1019852.3663 | 106155.8991 | 527727.8421 | 343381.0502 | 184346.7918 |
Total P&L (%) | 1126.0083 | 1019.8524 | 106.1559 | 527.7278 | 343.3811 | 184.3468 |
Avg Daily Profit (%) | 0.4739 | 0.4292 | 0.0447 | 0.0773 | 0.0627 | 0.044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136343 | -72903 | -102104 | -4375387 | -2771184 | -3448157 |
Profit Factor | 2.5529 | 4.1109 | 1.2672 | 1.0448 | 1.0587 | 1.031 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.0034 | 5.3955 | 1.3376 | 1.2292 | 1.3896 | 1.0883 |
Largest Winning Trade | 632729 | 632729 | 70709 | 2411171 | 2411171 | 1226037 |
Largest Losing Trade | -64476 | -38659 | -64476 | -2559668 | -1895672 | -2559668 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 95 | 86 | 103 | 95 | 86 | 103 |
Avg Bars in Losers | 34 | 24 | 44 | 34 | 24 | 44 |
Bars Traded | 4614 | 1897 | 2717 | 4614 | 1897 | 2717 |
Profit Streak | 12.7005 | 26.7005 | 12.7005 | 12.7005 | 26.7005 | 12.7005 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53600 | 559206 | -133259 | -329378 | -266717 | -320440 |
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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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