Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508607.3375 | 475782.5235 | 32824.814 | 1031185.4889 | 28476.0061 | 1002709.4828 |
Total P&L (%) | 508.6073 | 475.7825 | 32.8248 | 1031.1855 | 28.476 | 1002.7095 |
Avg Daily Profit (%) | 0.2125 | 0.1987 | 0.0137 | 0.1014 | 0.0105 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90428 | -90639 | -51532 | -4272747 | -4276884 | -346091 |
Profit Factor | 2.7274 | 3.9725 | 1.2443 | 1.1636 | 1.0054 | 2.0131 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 66.6667 | 72.973 | 60.5263 | 66.6667 | 72.973 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.3637 | 1.4713 | 0.8115 | 0.5818 | 0.3724 | 1.3129 |
Largest Winning Trade | 107260 | 107260 | 23314 | 1179666 | 1179666 | 657639 |
Largest Losing Trade | -86722 | -86722 | -24674 | -4083778 | -4083778 | -171965 |
Avg Bars in Trades | 43 | 85 | 3 | 43 | 85 | 3 |
Avg Bars in Winners | 24 | 43 | 3 | 24 | 43 | 3 |
Avg Bars in Losers | 81 | 198 | 3 | 81 | 198 | 3 |
Bars Traded | 3277 | 3154 | 123 | 3277 | 3154 | 123 |
Profit Streak | 303.1282 | 0 | 315.6282 | 303.1282 | 0 | 315.6282 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46014 | 594868 | -176686 | -157714 | -395412 | -53298 |
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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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