Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522211.563 | 238332.7732 | 283878.7898 | 3941833.2212 | 1578187.1755 | 2363646.0457 |
Total P&L (%) | 522.2116 | 238.3328 | 283.8788 | 3941.8332 | 1578.1872 | 2363.646 |
Avg Daily Profit (%) | 0.5075 | 0.2316 | 0.2759 | 0.3602 | 0.2745 | 0.3119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59138 | -59138 | -48426 | -1098509 | -1098509 | -510910 |
Profit Factor | 2.6368 | 2.1088 | 3.727 | 2.3384 | 1.7571 | 3.7465 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 25 | 19 | 6 | 25 | 19 | 6 |
Profitability (%) | 69.5122 | 53.6585 | 85.3659 | 69.5122 | 53.6585 | 85.3659 |
Ratio Avg Win / Avg Loss | 1.1565 | 1.8212 | 0.6389 | 1.0256 | 1.5175 | 0.6423 |
Largest Winning Trade | 72283 | 72283 | 28339 | 1404696 | 1404696 | 577812 |
Largest Losing Trade | -59138 | -59138 | -36260 | -1098509 | -1098509 | -510910 |
Avg Bars in Trades | 46 | 56 | 36 | 46 | 56 | 36 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 80 | 84 | 66 | 80 | 84 | 66 |
Bars Traded | 3799 | 2316 | 1483 | 3799 | 2316 | 1483 |
Profit Streak | 23.4567 | 0 | 133.2067 | 23.4567 | 0 | 133.2067 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329732 | 446814 | 654602 | 263663 | 450558 | 681194 |
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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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