Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786770.0659 | 614251.2401 | 172518.8259 | 943920.1222 | 2327143.5036 | -1383223.3814 |
Total P&L (%) | 786.7701 | 614.2512 | 172.5188 | 943.9201 | 2327.1435 | -1383.2234 |
Avg Daily Profit (%) | 0.3299 | 0.2575 | 0.0723 | 0.0984 | 0.1338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97096 | -66197 | -95617 | -3954865 | -1216018 | -4369261 |
Profit Factor | 2.3001 | 3.2042 | 1.5284 | 1.0883 | 1.544 | 0.7845 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 60.5634 | 63.8889 | 57.1429 | 60.5634 | 63.8889 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4977 | 1.8111 | 1.1463 | 0.7086 | 0.8727 | 0.5884 |
Largest Winning Trade | 208060 | 208060 | 63128 | 1713068 | 1713068 | 1393298 |
Largest Losing Trade | -85017 | -35879 | -85017 | -2906584 | -1176086 | -2906584 |
Avg Bars in Trades | 63 | 44 | 82 | 63 | 44 | 82 |
Avg Bars in Winners | 73 | 35 | 116 | 73 | 35 | 116 |
Avg Bars in Losers | 47 | 59 | 37 | 47 | 59 | 37 |
Bars Traded | 4483 | 1586 | 2897 | 4483 | 1586 | 2897 |
Profit Streak | 113.2896 | 113.2896 | 307.2896 | 113.2896 | 113.2896 | 307.2896 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76256 | 612543 | -92996 | -274984 | -11702 | -578894 |
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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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