Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454810.2081 | 174196.6093 | 280613.5988 | 3294625.2818 | 1456001.4664 | 1838623.8154 |
Total P&L (%) | 454.8102 | 174.1966 | 280.6136 | 3294.6253 | 1456.0015 | 1838.6238 |
Avg Daily Profit (%) | 0.3071 | 0.1176 | 0.1895 | 0.2383 | 0.1855 | 0.2004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55911 | -50490 | -17768 | -527161 | -270316 | -481993 |
Profit Factor | 3.1127 | 2.3241 | 4.352 | 3.5199 | 4.1319 | 3.1823 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 64.0625 | 56.25 | 71.875 | 64.0625 | 56.25 | 71.875 |
Ratio Avg Win / Avg Loss | 1.7461 | 1.8076 | 1.703 | 1.9746 | 3.2137 | 1.2452 |
Largest Winning Trade | 70734 | 70734 | 59198 | 584656 | 568133 | 584656 |
Largest Losing Trade | -25486 | -25486 | -17768 | -481993 | -145251 | -481993 |
Avg Bars in Trades | 63 | 53 | 73 | 63 | 53 | 73 |
Avg Bars in Winners | 70 | 57 | 80 | 70 | 57 | 80 |
Avg Bars in Losers | 51 | 47 | 57 | 51 | 47 | 57 |
Bars Traded | 4065 | 1703 | 2362 | 4065 | 1703 | 2362 |
Profit Streak | 72.5538 | 110.5538 | 72.5538 | 72.5538 | 110.5538 | 72.5538 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125767 | -29816 | 670348 | -125176 | 605085 | 604135 |
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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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