Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426910.6928 | 147108.3947 | 279802.2982 | 1034782.6247 | 432236.3814 | 602546.2433 |
Total P&L (%) | 426.9107 | 147.1084 | 279.8023 | 1034.7826 | 432.2364 | 602.5462 |
Avg Daily Profit (%) | 0.2886 | 0.0994 | 0.1891 | 0.1643 | 0.1131 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123141 | -95829 | -43830 | -2619278 | -2269875 | -1052354 |
Profit Factor | 2.1606 | 1.6322 | 3.0705 | 1.162 | 1.1183 | 1.2206 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 68.4932 | 63.8889 | 72.973 | 68.4932 | 63.8889 | 72.973 |
Ratio Avg Win / Avg Loss | 0.9939 | 0.9226 | 1.1372 | 0.5345 | 0.6321 | 0.4521 |
Largest Winning Trade | 86826 | 86826 | 43465 | 1066968 | 1066968 | 674091 |
Largest Losing Trade | -59284 | -59284 | -31550 | -1904215 | -1904215 | -724335 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 85 | 110 | 54 | 85 | 110 | 54 |
Bars Traded | 4268 | 2461 | 1807 | 4268 | 2461 | 1807 |
Profit Streak | 84.7542 | 140.4208 | 84.7542 | 84.7542 | 140.4208 | 84.7542 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62930 | -56753 | 569691 | -108875 | -130975 | -15087 |
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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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