Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1715349.5904 | 1551038.4285 | 164311.1619 | 1424339.9565 | -869489.8251 | 2293829.7816 |
Total P&L (%) | 1715.3496 | 1551.0384 | 164.3112 | 1424.34 | -869.4898 | 2293.8298 |
Avg Daily Profit (%) | 0.7254 | 0.6559 | 0.0695 | 0.1153 | 0 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98974 | -62599 | -113323 | -1784838 | -1709049 | -723642 |
Profit Factor | 3.9949 | 5.9954 | 1.6265 | 1.2499 | 0.7614 | 2.1162 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.0233 | 37.2093 | 48.8372 | 43.0233 | 37.2093 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.2905 | 10.1172 | 1.7039 | 1.6553 | 1.2849 | 2.217 |
Largest Winning Trade | 1526273 | 1526273 | 59503 | 1179644 | 478328 | 1179644 |
Largest Losing Trade | -55483 | -26291 | -55483 | -697725 | -647843 | -697725 |
Avg Bars in Trades | 160 | 129 | 190 | 160 | 129 | 190 |
Avg Bars in Winners | 278 | 210 | 330 | 278 | 210 | 330 |
Avg Bars in Losers | 70 | 81 | 57 | 70 | 81 | 57 |
Bars Traded | 13763 | 5564 | 8199 | 13763 | 5564 | 8199 |
Profit Streak | 0 | 0 | 89.6562 | 0 | 0 | 89.6562 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615687 | 559287 | -96526 | -40302 | -584034 | -8646 |
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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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