Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858538.2212 | 720864.3253 | 137673.8959 | 891817.3793 | 334170.2472 | 557647.1321 |
Total P&L (%) | 858.5382 | 720.8643 | 137.6739 | 891.8174 | 334.1702 | 557.6471 |
Avg Daily Profit (%) | 0.465 | 0.3904 | 0.0746 | 0.1243 | 0.0795 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125225 | -96811 | -64095 | -1423921 | -1324210 | -877744 |
Profit Factor | 2.5823 | 3.4346 | 1.5585 | 1.1522 | 1.1014 | 1.2177 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 48.1928 | 41.4634 | 54.7619 | 48.1928 | 41.4634 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.776 | 4.8489 | 1.2875 | 1.2387 | 1.5549 | 1.0059 |
Largest Winning Trade | 563270 | 563270 | 65779 | 1066794 | 1066794 | 591910 |
Largest Losing Trade | -50621 | -38975 | -50621 | -588070 | -588070 | -466100 |
Avg Bars in Trades | 86 | 75 | 98 | 86 | 75 | 98 |
Avg Bars in Winners | 118 | 98 | 132 | 118 | 98 | 132 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 7216 | 3089 | 4126 | 7216 | 3089 | 4126 |
Profit Streak | 20.3617 | 0 | 34.1117 | 20.3617 | 0 | 34.1117 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496803 | 466192 | -90528 | -81107 | -197946 | -55531 |
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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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