Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590038.9759 | 364933.5198 | 225105.4561 | 1560483.7456 | 27652.4438 | 1532831.3019 |
Total P&L (%) | 590.039 | 364.9335 | 225.1055 | 1560.4837 | 27.6524 | 1532.8313 |
Avg Daily Profit (%) | 0.3096 | 0.1915 | 0.1181 | 0.1475 | 0.0128 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92415 | -47241 | -53697 | -944231 | -682462 | -491096 |
Profit Factor | 2.6845 | 2.6426 | 2.7571 | 1.521 | 1.0135 | 2.6065 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 53.9683 | 41.9355 | 65.625 | 53.9683 | 41.9355 | 65.625 |
Ratio Avg Win / Avg Loss | 2.2897 | 3.6589 | 1.4442 | 1.2973 | 1.4034 | 1.3653 |
Largest Winning Trade | 334692 | 334692 | 54535 | 749716 | 316816 | 749716 |
Largest Losing Trade | -32551 | -27720 | -32551 | -552945 | -552945 | -325907 |
Avg Bars in Trades | 86 | 70 | 101 | 86 | 70 | 101 |
Avg Bars in Winners | 114 | 114 | 115 | 114 | 114 | 115 |
Avg Bars in Losers | 52 | 38 | 75 | 52 | 38 | 75 |
Bars Traded | 5430 | 2181 | 3249 | 5430 | 2181 | 3249 |
Profit Streak | 48.8729 | 48.8729 | 69.2062 | 48.8729 | 48.8729 | 69.2062 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134972 | 359105 | -28195 | -143294 | -387281 | 359467 |
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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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