Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146596.3524 | 1002831.1123 | 143765.2401 | 3080464.3902 | 863845.8059 | 2216618.5843 |
Total P&L (%) | 1146.5964 | 1002.8311 | 143.7652 | 3080.4644 | 863.8458 | 2216.6186 |
Avg Daily Profit (%) | 0.4815 | 0.4211 | 0.0604 | 0.1454 | 0.0952 | 0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92234 | -58712 | -55749 | -2312582 | -1233340 | -1295654 |
Profit Factor | 3.9366 | 5.7346 | 1.8048 | 1.567 | 1.3083 | 1.8425 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 53.9683 | 43.75 | 64.5161 | 53.9683 | 43.75 | 64.5161 |
Ratio Avg Win / Avg Loss | 3.3577 | 7.3731 | 0.9926 | 1.3365 | 1.6821 | 1.0134 |
Largest Winning Trade | 853739 | 853739 | 46597 | 1101952 | 667411 | 1101952 |
Largest Losing Trade | -34530 | -29905 | -34530 | -799581 | -600459 | -799581 |
Avg Bars in Trades | 67 | 53 | 81 | 67 | 53 | 81 |
Avg Bars in Winners | 103 | 101 | 104 | 103 | 101 | 104 |
Avg Bars in Losers | 24 | 15 | 38 | 24 | 15 | 38 |
Bars Traded | 4230 | 1709 | 2521 | 4230 | 1709 | 2521 |
Profit Streak | 15.4412 | 29.9412 | 15.4412 | 15.4412 | 29.9412 | 15.4412 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131540 | 604852 | -109245 | -145838 | -65690 | -11513 |
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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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