Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494937.9147 | 298350.2147 | 196587.7 | 2359529.2587 | 679168.2131 | 1680361.0457 |
Total P&L (%) | 494.9379 | 298.3502 | 196.5877 | 2359.5293 | 679.1682 | 1680.361 |
Avg Daily Profit (%) | 0.2645 | 0.1594 | 0.105 | 0.1713 | 0.1098 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92233 | -103230 | -32472 | -1249870 | -1281037 | -474284 |
Profit Factor | 2.4731 | 2.36 | 2.6856 | 1.493 | 1.2 | 2.2094 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 61.8421 | 60.5263 | 63.1579 | 61.8421 | 60.5263 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.5259 | 1.5392 | 1.5666 | 0.9212 | 0.7826 | 1.2888 |
Largest Winning Trade | 136308 | 136308 | 54075 | 1140833 | 1140833 | 542870 |
Largest Losing Trade | -28704 | -28704 | -26852 | -517419 | -517419 | -368629 |
Avg Bars in Trades | 45 | 62 | 28 | 45 | 62 | 28 |
Avg Bars in Winners | 47 | 62 | 32 | 47 | 62 | 32 |
Avg Bars in Losers | 41 | 60 | 20 | 41 | 60 | 20 |
Bars Traded | 3429 | 2357 | 1073 | 3429 | 2357 | 1073 |
Profit Streak | 111.7868 | 111.7868 | 523.2868 | 111.7868 | 111.7868 | 523.2868 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37726 | 493542 | -44276 | -43222 | -46332 | 507118 |
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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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