Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767233.2793 | 649468.4245 | 117764.8548 | 600660.6563 | 28489.7981 | 572170.8583 |
Total P&L (%) | 767.2333 | 649.4684 | 117.7649 | 600.6607 | 28.4898 | 572.1709 |
Avg Daily Profit (%) | 0.3176 | 0.2688 | 0.0487 | 0.0806 | 0.0104 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104109 | -117053 | -109593 | -1343295 | -1352079 | -186368 |
Profit Factor | 2.2571 | 2.5897 | 1.5836 | 1.2045 | 1.0115 | 2.239 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 66.2338 | 58.9744 | 73.6842 | 66.2338 | 58.9744 | 73.6842 |
Ratio Avg Win / Avg Loss | 1.1507 | 1.8015 | 0.5656 | 0.6141 | 0.7037 | 0.7996 |
Largest Winning Trade | 306068 | 306068 | 36212 | 644618 | 644618 | 117601 |
Largest Losing Trade | -77231 | -77231 | -52516 | -1188228 | -1188228 | -101957 |
Avg Bars in Trades | 58 | 74 | 42 | 58 | 74 | 42 |
Avg Bars in Winners | 49 | 64 | 37 | 49 | 64 | 37 |
Avg Bars in Losers | 77 | 89 | 59 | 77 | 89 | 59 |
Bars Traded | 4541 | 2912 | 1629 | 4541 | 2912 | 1629 |
Profit Streak | 52.943 | 52.943 | 129.943 | 52.943 | 52.943 | 129.943 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30194 | 566424 | -123621 | -129493 | -389582 | -81670 |
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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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