Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412727.1504 | 274696.6061 | 138030.5443 | 2327757.7983 | 1533846.3185 | 793911.4799 |
Total P&L (%) | 412.7272 | 274.6966 | 138.0305 | 2327.7578 | 1533.8463 | 793.9115 |
Avg Daily Profit (%) | 0.2882 | 0.1918 | 0.0964 | 0.223 | 0.1953 | 0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46436 | -27410 | -46914 | -429502 | -217492 | -433592 |
Profit Factor | 4.5492 | 6.9131 | 2.9766 | 2.9207 | 6.1264 | 1.8698 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
Profitability (%) | 82.7586 | 82.7586 | 82.7586 | 82.7586 | 82.7586 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.9478 | 1.4402 | 0.6201 | 0.6085 | 1.2763 | 0.3896 |
Largest Winning Trade | 94446 | 94446 | 39435 | 431846 | 382625 | 431846 |
Largest Losing Trade | -46436 | -27410 | -46436 | -429502 | -217492 | -429502 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 30 | 34 | 25 | 30 | 34 | 25 |
Avg Bars in Losers | 116 | 123 | 108 | 116 | 123 | 108 |
Bars Traded | 2605 | 1446 | 1159 | 2605 | 1446 | 1159 |
Profit Streak | 18.9479 | 114.9479 | 18.9479 | 18.9479 | 114.9479 | 18.9479 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161215 | 721023 | -56717 | -163243 | 737082 | 470520 |
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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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