Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530233.6906 | 267932.6657 | 262301.0248 | 1946723.305 | 1052081.0549 | 894642.2502 |
Total P&L (%) | 530.2337 | 267.9327 | 262.301 | 1946.7233 | 1052.0811 | 894.6423 |
Avg Daily Profit (%) | 0.5149 | 0.2602 | 0.2547 | 0.2936 | 0.2376 | 0.2233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142557 | -89861 | -101411 | -496138 | -291887 | -426672 |
Profit Factor | 2.3282 | 2.0258 | 2.9003 | 2.1726 | 1.9415 | 2.6484 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 48.5714 | 40 | 57.1429 | 48.5714 | 40 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4651 | 3.0387 | 2.1752 | 2.3004 | 2.9122 | 1.9863 |
Largest Winning Trade | 206143 | 206143 | 40812 | 640986 | 640986 | 267367 |
Largest Losing Trade | -34131 | -34131 | -30608 | -260438 | -260438 | -140549 |
Avg Bars in Trades | 81 | 86 | 75 | 81 | 86 | 75 |
Avg Bars in Winners | 69 | 55 | 78 | 69 | 55 | 78 |
Avg Bars in Losers | 92 | 106 | 72 | 92 | 106 | 72 |
Bars Traded | 5686 | 3027 | 2659 | 5686 | 3027 | 2659 |
Profit Streak | 21.6321 | 0 | 43.6321 | 21.6321 | 0 | 43.6321 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83620 | 291125 | 543448 | -85812 | 293328 | 531286 |
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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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