Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541336.2087 | 372501.4925 | 168834.7162 | 1152378.549 | 587290.4228 | 565088.1262 |
Total P&L (%) | 541.3362 | 372.5015 | 168.8347 | 1152.3785 | 587.2904 | 565.0881 |
Avg Daily Profit (%) | 0.2495 | 0.1717 | 0.0778 | 0.1166 | 0.0889 | 0.0874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83668 | -84354 | -45115 | -1966934 | -1386323 | -1141732 |
Profit Factor | 2.2285 | 2.9482 | 1.6768 | 1.1778 | 1.2187 | 1.1489 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 62.2449 | 57.1429 | 67.3469 | 62.2449 | 57.1429 | 67.3469 |
Ratio Avg Win / Avg Loss | 1.3517 | 2.2112 | 0.813 | 0.7144 | 0.9141 | 0.557 |
Largest Winning Trade | 179502 | 179502 | 45292 | 872605 | 872605 | 651688 |
Largest Losing Trade | -41087 | -39685 | -41087 | -952405 | -817546 | -952405 |
Avg Bars in Trades | 62 | 49 | 75 | 62 | 49 | 75 |
Avg Bars in Winners | 73 | 48 | 94 | 73 | 48 | 94 |
Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
Bars Traded | 6118 | 2404 | 3714 | 6118 | 2404 | 3714 |
Profit Streak | 63.2226 | 63.2226 | 100.8893 | 63.2226 | 63.2226 | 100.8893 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535800 | 540187 | -84935 | -60232 | -73945 | -130600 |
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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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