Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501245.5993 | 367897.8133 | 133347.786 | 1440237.1837 | 767858.1634 | 672379.0204 |
Total P&L (%) | 501.2456 | 367.8978 | 133.3478 | 1440.2372 | 767.8582 | 672.379 |
Avg Daily Profit (%) | 0.2287 | 0.1678 | 0.0608 | 0.1248 | 0.0986 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71166 | -83955 | -65235 | -944270 | -1099805 | -559876 |
Profit Factor | 2.0749 | 2.584 | 1.5697 | 1.3004 | 1.299 | 1.302 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.0455 | 40.9091 | 43.1818 | 42.0455 | 40.9091 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.86 | 3.7325 | 2.0654 | 1.7925 | 1.8764 | 1.7131 |
Largest Winning Trade | 143903 | 143903 | 59612 | 666464 | 666464 | 653807 |
Largest Losing Trade | -32570 | -32570 | -31020 | -497870 | -465455 | -497870 |
Avg Bars in Trades | 146 | 131 | 161 | 146 | 131 | 161 |
Avg Bars in Winners | 241 | 226 | 255 | 241 | 226 | 255 |
Avg Bars in Losers | 77 | 64 | 90 | 77 | 64 | 90 |
Bars Traded | 12884 | 5764 | 7120 | 12884 | 5764 | 7120 |
Profit Streak | 4.1965 | 0 | 48.0298 | 4.1965 | 0 | 48.0298 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335948 | 316672 | -110461 | -27663 | -63184 | -68389 |
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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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