Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634711.3874 | 507986.1294 | 126725.258 | 1166609.1904 | 1047712.1756 | 118897.0148 |
Total P&L (%) | 634.7114 | 507.9861 | 126.7253 | 1166.6092 | 1047.7122 | 118.897 |
Avg Daily Profit (%) | 0.2538 | 0.2031 | 0.0507 | 0.1016 | 0.0976 | 0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111371 | -124003 | -46967 | -1224640 | -1203997 | -639252 |
Profit Factor | 2.3256 | 2.9772 | 1.5711 | 1.2697 | 1.4225 | 1.0644 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 47.3684 | 50 | 44.7368 | 47.3684 | 50 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.584 | 2.9772 | 1.9408 | 1.4107 | 1.4225 | 1.3148 |
Largest Winning Trade | 320873 | 320873 | 57670 | 1172832 | 1172832 | 522210 |
Largest Losing Trade | -45728 | -38029 | -45728 | -681836 | -681836 | -286902 |
Avg Bars in Trades | 128 | 114 | 142 | 128 | 114 | 142 |
Avg Bars in Winners | 177 | 157 | 199 | 177 | 157 | 199 |
Avg Bars in Losers | 84 | 70 | 96 | 84 | 70 | 96 |
Bars Traded | 9764 | 4335 | 5429 | 9764 | 4335 | 5429 |
Profit Streak | 92.8206 | 133.8206 | 92.8206 | 92.8206 | 133.8206 | 92.8206 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40515 | 530038 | -123876 | -110521 | -60433 | -302204 |
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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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