Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441269.1226 | 287906.9661 | 153362.1565 | 306035.6474 | 3795048.7683 | -3489013.1209 |
Total P&L (%) | 441.2691 | 287.907 | 153.3622 | 306.0356 | 3795.0488 | -3489.0131 |
Avg Daily Profit (%) | 0.3106 | 0.2027 | 0.108 | 0.0987 | 0.2582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127709 | -48931 | -108463 | -6461816 | -267332 | -6345188 |
Profit Factor | 1.9382 | 2.6531 | 1.5178 | 1.0383 | 6.0766 | 0.5182 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 64.4444 | 64.4444 | 64.4444 | 64.4444 | 64.4444 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.0693 | 1.4638 | 0.8374 | 0.5729 | 3.3526 | 0.2859 |
Largest Winning Trade | 60719 | 60719 | 42614 | 1013898 | 1013898 | 842765 |
Largest Losing Trade | -91379 | -25552 | -91379 | -6232521 | -115493 | -6232521 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 2721 | 1377 | 1344 | 2721 | 1377 | 1344 |
Profit Streak | 38.2071 | 38.2071 | 53.7071 | 38.2071 | 38.2071 | 53.7071 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522563 | 506790 | -46327 | -237890 | 703692 | -577999 |
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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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