Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747493.3609 | 602447.0463 | 145046.3146 | 7962339.9085 | 5084406.5719 | 2877933.3366 |
Total P&L (%) | 747.4934 | 602.447 | 145.0463 | 7962.3399 | 5084.4066 | 2877.9333 |
Avg Daily Profit (%) | 0.3781 | 0.3047 | 0.0734 | 0.2223 | 0.1999 | 0.1718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58810 | -43366 | -131203 | -2870827 | -2284759 | -900614 |
Profit Factor | 3.1808 | 4.774 | 1.792 | 2.6825 | 2.7069 | 2.6411 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 36.7089 | 40 | 33.3333 | 36.7089 | 40 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.4841 | 7.161 | 3.5841 | 4.625 | 4.0603 | 5.2822 |
Largest Winning Trade | 183227 | 183227 | 80863 | 2370827 | 2370827 | 1957869 |
Largest Losing Trade | -19846 | -18447 | -19846 | -714886 | -670800 | -714886 |
Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Winners | 148 | 113 | 190 | 148 | 113 | 190 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 5555 | 2471 | 3084 | 5555 | 2471 | 3084 |
Profit Streak | 625.2253 | 625.2253 | 708.892 | 625.2253 | 625.2253 | 708.892 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19849 | 478242 | -97088 | -22142 | 357253 | 263890 |
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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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