Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400860.685 | 141528.3342 | 259332.3509 | 1670424.0219 | 210294.0079 | 1460130.014 |
Total P&L (%) | 400.8607 | 141.5283 | 259.3324 | 1670.424 | 210.294 | 1460.13 |
Avg Daily Profit (%) | 0.2688 | 0.0949 | 0.1739 | 0.1929 | 0.0759 | 0.1844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63564 | -70161 | -32068 | -1267947 | -1332875 | -471062 |
Profit Factor | 2.7506 | 1.8643 | 4.9747 | 1.5783 | 1.109 | 2.5239 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 11 | 7 | 4 | 11 | 7 | 4 |
Profitability (%) | 84.058 | 79.4118 | 88.5714 | 84.058 | 79.4118 | 88.5714 |
Ratio Avg Win / Avg Loss | 0.5217 | 0.4833 | 0.6419 | 0.2993 | 0.2875 | 0.3257 |
Largest Winning Trade | 44522 | 44522 | 32163 | 393277 | 360101 | 393277 |
Largest Losing Trade | -55444 | -55444 | -29666 | -930677 | -930677 | -445205 |
Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 133 | 155 | 95 | 133 | 155 | 95 |
Bars Traded | 2572 | 1604 | 968 | 2572 | 1604 | 968 |
Profit Streak | 89.0989 | 89.0989 | 272.5989 | 89.0989 | 89.0989 | 272.5989 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89502 | -60368 | 677704 | -92087 | -188726 | 589185 |
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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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