Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585137.2729 | 369563.8934 | 215573.3795 | 3855398.5655 | 273652.4981 | 3581746.0674 |
Total P&L (%) | 585.1373 | 369.5639 | 215.5734 | 3855.3986 | 273.6525 | 3581.7461 |
Avg Daily Profit (%) | 0.3122 | 0.1972 | 0.115 | 0.1964 | 0.0704 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84823 | -81007 | -38701 | -3788996 | -3955231 | -502995 |
Profit Factor | 2.5683 | 2.5034 | 2.6938 | 1.4593 | 1.0409 | 3.0967 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 54.6512 | 51.1628 | 58.1395 | 54.6512 | 51.1628 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.1312 | 2.3896 | 1.9395 | 1.2109 | 0.9936 | 2.2296 |
Largest Winning Trade | 143794 | 143794 | 39842 | 3266374 | 3266374 | 1249296 |
Largest Losing Trade | -45679 | -45679 | -32344 | -1583085 | -1583085 | -434982 |
Avg Bars in Trades | 62 | 76 | 48 | 62 | 76 | 48 |
Avg Bars in Winners | 71 | 84 | 60 | 71 | 84 | 60 |
Avg Bars in Losers | 51 | 68 | 31 | 51 | 68 | 31 |
Bars Traded | 5368 | 3286 | 2082 | 5368 | 3286 | 2082 |
Profit Streak | 21.3432 | 0 | 31.3432 | 21.3432 | 0 | 31.3432 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549979 | 452525 | -32668 | 376116 | -275978 | 559335 |
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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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