Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605040.6039 | 517111.1507 | 87929.4532 | 1982338.6192 | 1942707.9391 | 39630.6801 |
Total P&L (%) | 605.0406 | 517.1112 | 87.9295 | 1982.3386 | 1942.7079 | 39.6307 |
Avg Daily Profit (%) | 0.3286 | 0.2809 | 0.0478 | 0.1651 | 0.164 | 0.0181 |
Buy And Hold Return (%) | 159.5988 | 159.5988 | 159.5988 | 159.5988 | 159.5988 | 159.5988 |
Max Trade Drawdown | -102028 | -87243 | -59618 | -848465 | -633588 | -770226 |
Profit Factor | 2.5487 | 3.5936 | 1.4597 | 1.4972 | 2.0302 | 1.0189 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 54.1176 | 51.1628 | 57.1429 | 54.1176 | 51.1628 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1609 | 3.4302 | 1.0947 | 1.2693 | 1.9379 | 0.7641 |
Largest Winning Trade | 312702 | 312702 | 54272 | 918194 | 918194 | 569230 |
Largest Losing Trade | -35911 | -35911 | -28698 | -355330 | -355330 | -338949 |
Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Winners | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Losers | 44 | 45 | 44 | 44 | 45 | 44 |
Bars Traded | 5242 | 2417 | 2825 | 5242 | 2417 | 2825 |
Profit Streak | 84.8031 | 91.4698 | 0 | 84.8031 | 91.4698 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464668 | 495220 | -292872 | 372485 | 458989 | -534883 |
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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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