Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157776.4961 | 978546.7419 | 179229.7542 | 2303555.6716 | 617420.7868 | 1686134.8848 |
Total P&L (%) | 1157.7765 | 978.5467 | 179.2298 | 2303.5557 | 617.4208 | 1686.1349 |
Avg Daily Profit (%) | 0.484 | 0.4091 | 0.0749 | 0.133 | 0.0824 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154362 | -94697 | -108708 | -13481436 | -9362878 | -7918684 |
Profit Factor | 2.8887 | 4.5479 | 1.5315 | 1.0788 | 1.0406 | 1.1204 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50.6849 | 51.3514 | 50 | 50.6849 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 2.8106 | 4.3085 | 1.5315 | 1.0497 | 0.9858 | 1.1204 |
Largest Winning Trade | 505038 | 505038 | 64230 | 6858764 | 6858764 | 4134213 |
Largest Losing Trade | -76206 | -33602 | -76206 | -4891107 | -4337719 | -4891107 |
Avg Bars in Trades | 63 | 50 | 76 | 63 | 50 | 76 |
Avg Bars in Winners | 87 | 69 | 107 | 87 | 69 | 107 |
Avg Bars in Losers | 38 | 30 | 46 | 38 | 30 | 46 |
Bars Traded | 4627 | 1866 | 2761 | 4627 | 1866 | 2761 |
Profit Streak | 25.9139 | 39.9139 | 25.9139 | 25.9139 | 39.9139 | 25.9139 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58743 | 664436 | -89751 | -223565 | -258895 | -119137 |
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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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