Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796413.2128 | 649516.0592 | 146897.1536 | 2232894.2677 | 627503.3914 | 1605390.8763 |
Total P&L (%) | 796.4132 | 649.5161 | 146.8972 | 2232.8943 | 627.5034 | 1605.3909 |
Avg Daily Profit (%) | 0.4274 | 0.3485 | 0.0788 | 0.1692 | 0.1065 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59507 | -52513 | -30442 | -1194657 | -887068 | -628925 |
Profit Factor | 3.2616 | 4.1843 | 1.9914 | 1.4412 | 1.223 | 1.7144 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 35.8209 | 32.3529 | 39.3939 | 35.8209 | 32.3529 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.8437 | 8.749 | 3.0637 | 2.5821 | 2.5571 | 2.6375 |
Largest Winning Trade | 531573 | 531573 | 59089 | 1033630 | 983412 | 1033630 |
Largest Losing Trade | -31747 | -31747 | -19790 | -628925 | -314791 | -628925 |
Avg Bars in Trades | 53 | 42 | 64 | 53 | 42 | 64 |
Avg Bars in Winners | 108 | 88 | 125 | 108 | 88 | 125 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 3587 | 1456 | 2131 | 3587 | 1456 | 2131 |
Profit Streak | 18.3159 | 36.8159 | 0 | 18.3159 | 36.8159 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110012 | 366054 | -88066 | -116396 | -55938 | 242277 |
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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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