Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138973.8617 | 262242.8551 | -123268.9933 | 3685853.657 | 2691433.5574 | 994420.0996 |
Total P&L (%) | 138.9739 | 262.2429 | -123.269 | 3685.8537 | 2691.4336 | 994.4201 |
Avg Daily Profit (%) | 0.1109 | 0.2092 | -0.0983 | 0.2903 | 0.2659 | 0.191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -332132 | -29763 | -349862 | -2694770 | -1350723 | -2694770 |
Profit Factor | 1.1942 | 3.4401 | 0.7973 | 1.4739 | 2.3297 | 1.1728 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 31 | 31 | 58 | 29 | 29 |
Losing Trades | 26 | 13 | 13 | 30 | 15 | 15 |
Profitability (%) | 70.4545 | 70.4545 | 70.4545 | 65.9091 | 65.9091 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.5008 | 1.4426 | 0.3344 | 0.7624 | 1.205 | 0.6066 |
Largest Winning Trade | 33528 | 33528 | 31721 | 1051664 | 636638 | 1051664 |
Largest Losing Trade | -287153 | -24002 | -287153 | -2694770 | -711171 | -2694770 |
Avg Bars in Trades | 41 | 18 | 63 | 41 | 18 | 63 |
Avg Bars in Winners | 33 | 14 | 52 | 35 | 15 | 56 |
Avg Bars in Losers | 58 | 28 | 89 | 51 | 25 | 76 |
Bars Traded | 3611 | 820 | 2791 | 3611 | 820 | 2791 |
Profit Streak | 43.7971 | 174.4638 | 43.7971 | 43.7971 | 174.4638 | 43.7971 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49007 | 631392 | -577514 | 442273 | 565493 | -21444 |
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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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