Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232675.3816 | 1110759.4617 | 121915.9199 | 1099402.5838 | 329158.2995 | 770244.2843 |
Total P&L (%) | 1232.6754 | 1110.7595 | 121.9159 | 1099.4026 | 329.1583 | 770.2443 |
Avg Daily Profit (%) | 0.5173 | 0.4661 | 0.0512 | 0.1043 | 0.0611 | 0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103721 | -113838 | -69450 | -1858861 | -1720339 | -655784 |
Profit Factor | 3.0573 | 4.6742 | 1.4107 | 1.2651 | 1.1279 | 1.4894 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 48.5714 | 42.8571 | 54.2857 | 48.5714 | 42.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.2371 | 6.2322 | 1.1879 | 1.3395 | 1.5039 | 1.2542 |
Largest Winning Trade | 570287 | 570287 | 59347 | 1418948 | 1418948 | 428110 |
Largest Losing Trade | -72750 | -58573 | -72750 | -1075073 | -1075073 | -300661 |
Avg Bars in Trades | 199 | 179 | 219 | 199 | 179 | 219 |
Avg Bars in Winners | 289 | 271 | 304 | 289 | 271 | 304 |
Avg Bars in Losers | 114 | 110 | 118 | 114 | 110 | 118 |
Bars Traded | 13961 | 6288 | 7673 | 13961 | 6288 | 7673 |
Profit Streak | 24.753 | 37.4197 | 0 | 24.753 | 37.4197 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82199 | 578523 | -123285 | -152228 | -191772 | -69489 |
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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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