Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758652.4953 | 523891.5678 | 234760.9275 | 4035043.8731 | 1866569.3728 | 2168474.5002 |
Total P&L (%) | 758.6525 | 523.8916 | 234.7609 | 4035.0439 | 1866.5694 | 2168.4745 |
Avg Daily Profit (%) | 0.5105 | 0.3526 | 0.158 | 0.2508 | 0.2007 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58113 | -92460 | -25643 | -2480757 | -1639206 | -1359940 |
Profit Factor | 3.4815 | 3.8908 | 2.8856 | 1.6856 | 1.5983 | 1.7842 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 40.9836 | 30 | 51.6129 | 40.9836 | 30 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.0133 | 9.0786 | 2.7053 | 2.4273 | 3.7294 | 1.6726 |
Largest Winning Trade | 368503 | 368503 | 72551 | 2104289 | 1983265 | 2104289 |
Largest Losing Trade | -23502 | -19049 | -23502 | -528607 | -518389 | -528607 |
Avg Bars in Trades | 71 | 51 | 90 | 71 | 51 | 90 |
Avg Bars in Winners | 132 | 106 | 147 | 132 | 106 | 147 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 4340 | 1544 | 2796 | 4340 | 1544 | 2796 |
Profit Streak | 18.3199 | 0 | 18.9866 | 18.3199 | 0 | 18.9866 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151869 | 305923 | 486007 | -157555 | 116501 | 440581 |
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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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