Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683199.1824 | 581962.6144 | 101236.5681 | 1015707.2009 | 862942.4486 | 152764.7524 |
Total P&L (%) | 683.1992 | 581.9626 | 101.2366 | 1015.7072 | 862.9424 | 152.7648 |
Avg Daily Profit (%) | 0.3768 | 0.321 | 0.0558 | 0.1331 | 0.125 | 0.0512 |
Buy And Hold Return (%) | 114.1322 | 114.1322 | 114.1322 | 114.1322 | 114.1322 | 114.1322 |
Max Trade Drawdown | -117031 | -99453 | -82755 | -1795315 | -1649867 | -1344806 |
Profit Factor | 1.8809 | 2.4868 | 1.2635 | 1.1389 | 1.2199 | 1.0451 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 50 | 42.3529 | 57.6471 | 50 | 42.3529 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.8809 | 3.3848 | 0.9283 | 1.1389 | 1.6605 | 0.7678 |
Largest Winning Trade | 335890 | 335890 | 61890 | 843131 | 843131 | 364795 |
Largest Losing Trade | -59615 | -29495 | -59615 | -799573 | -457957 | -799573 |
Avg Bars in Trades | 30 | 33 | 27 | 30 | 33 | 27 |
Avg Bars in Winners | 39 | 46 | 33 | 39 | 46 | 33 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 5150 | 2825 | 2325 | 5150 | 2825 | 2325 |
Profit Streak | 45.5093 | 45.5093 | 47.176 | 45.5093 | 45.5093 | 47.176 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515586 | 352798 | -284436 | -80727 | -27762 | -356163 |
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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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