Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56446.4337 | 145220.5845 | -88774.1508 | 3119878.8668 | 668369.4685 | 2451509.3983 |
Total P&L (%) | 56.4464 | 145.2206 | -88.7742 | 3119.8789 | 668.3695 | 2451.5094 |
Avg Daily Profit (%) | 0.026 | 0.067 | -0.041 | 0.1603 | 0.0941 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -444339 | -63268 | -407597 | -1343601 | -1460028 | -326493 |
Profit Factor | 1.0836 | 1.7441 | 0.815 | 1.8031 | 1.2535 | 2.9638 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 22 | 23 | 47 | 23 | 24 |
Losing Trades | 21 | 11 | 10 | 19 | 10 | 9 |
Profitability (%) | 68.1818 | 66.6667 | 69.697 | 71.2121 | 69.697 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5057 | 0.8721 | 0.3543 | 0.7289 | 0.545 | 1.1114 |
Largest Winning Trade | 55233 | 55233 | 54632 | 584779 | 514239 | 584779 |
Largest Losing Trade | -206495 | -41736 | -206495 | -838280 | -838280 | -307886 |
Avg Bars in Trades | 125 | 152 | 99 | 125 | 152 | 99 |
Avg Bars in Winners | 79 | 82 | 77 | 95 | 99 | 91 |
Avg Bars in Losers | 223 | 292 | 148 | 200 | 272 | 119 |
Bars Traded | 8296 | 5026 | 3270 | 8296 | 5026 | 3270 |
Profit Streak | 125.3598 | 132.6098 | 125.3598 | 125.3598 | 132.6098 | 125.3598 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -413945 | -99828 | -577290 | -116023 | -65245 | 557937 |
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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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