Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213953.43 | 257539.4256 | -43585.9957 | 5623667.5908 | 1505778.6871 | 4117888.9037 |
Total P&L (%) | 213.9534 | 257.5394 | -43.586 | 5623.6676 | 1505.7787 | 4117.8889 |
Avg Daily Profit (%) | 0.099 | 0.1191 | -0.0202 | 0.1874 | 0.1285 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -371288 | -78984 | -368653 | -2138688 | -2051320 | -948687 |
Profit Factor | 1.3072 | 2.204 | 0.9097 | 1.8745 | 1.3742 | 2.7108 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 73.4375 | 71.875 | 75 | 73.4375 | 71.875 | 75 |
Ratio Avg Win / Avg Loss | 0.4728 | 0.8624 | 0.3032 | 0.678 | 0.5377 | 0.9036 |
Largest Winning Trade | 69622 | 69622 | 34795 | 692596 | 692596 | 609906 |
Largest Losing Trade | -248691 | -49012 | -248691 | -1257800 | -1257800 | -543323 |
Avg Bars in Trades | 128 | 151 | 105 | 128 | 151 | 105 |
Avg Bars in Winners | 78 | 87 | 70 | 85 | 95 | 77 |
Avg Bars in Losers | 267 | 317 | 210 | 247 | 297 | 191 |
Bars Traded | 8240 | 4863 | 3377 | 8240 | 4863 | 3377 |
Profit Streak | 106.7146 | 106.7146 | 277.7146 | 106.7146 | 106.7146 | 277.7146 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201489 | -29178 | -576154 | -130397 | -18812 | 533766 |
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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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