Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073708.6855 | 947952.5621 | 125756.1234 | 2061390.9382 | 691736.2545 | 1369654.6837 |
Total P&L (%) | 1073.7087 | 947.9526 | 125.7561 | 2061.3909 | 691.7363 | 1369.6547 |
Avg Daily Profit (%) | 0.4509 | 0.398 | 0.0528 | 0.1291 | 0.0869 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92234 | -56343 | -64665 | -1400903 | -952966 | -795419 |
Profit Factor | 3.5105 | 5.3634 | 1.5976 | 1.5702 | 1.3927 | 1.7387 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 53.7313 | 44.1176 | 63.6364 | 53.7313 | 44.1176 | 63.6364 |
Ratio Avg Win / Avg Loss | 3.0229 | 6.7936 | 0.9129 | 1.3521 | 1.7641 | 0.9936 |
Largest Winning Trade | 806358 | 806358 | 46597 | 667535 | 436708 | 667535 |
Largest Losing Trade | -39333 | -34807 | -39333 | -665642 | -363743 | -665642 |
Avg Bars in Trades | 63 | 50 | 76 | 63 | 50 | 76 |
Avg Bars in Winners | 98 | 95 | 99 | 98 | 95 | 99 |
Avg Bars in Losers | 22 | 14 | 35 | 22 | 14 | 35 |
Bars Traded | 4229 | 1715 | 2514 | 4229 | 1715 | 2514 |
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 | -102145 | 593653 | -119838 | -137505 | -76038 | -38990 |
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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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