Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585602.1869 | 465493.7385 | 120108.4484 | 1423152.1571 | 31029.207 | 1392122.95 |
Total P&L (%) | 585.6022 | 465.4937 | 120.1084 | 1423.1522 | 31.0292 | 1392.123 |
Avg Daily Profit (%) | 0.2498 | 0.1986 | 0.0512 | 0.1162 | 0.0115 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109141 | -74912 | -50239 | -4416897 | -3401415 | -1283344 |
Profit Factor | 2.2901 | 2.7868 | 1.6211 | 1.1393 | 1.0048 | 1.3688 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.8519 | 50 | 53.6585 | 51.8519 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.1266 | 2.7868 | 1.4 | 1.058 | 1.0048 | 1.1821 |
Largest Winning Trade | 215913 | 215913 | 63149 | 1508451 | 1508451 | 877079 |
Largest Losing Trade | -30831 | -26266 | -30831 | -1175802 | -1175802 | -1033136 |
Avg Bars in Trades | 83 | 103 | 63 | 83 | 103 | 63 |
Avg Bars in Winners | 106 | 138 | 77 | 106 | 138 | 77 |
Avg Bars in Losers | 58 | 68 | 46 | 58 | 68 | 46 |
Bars Traded | 6756 | 4150 | 2606 | 6756 | 4150 | 2606 |
Profit Streak | 75.9474 | 98.614 | 75.9474 | 75.9474 | 98.614 | 75.9474 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2249 | 486556 | -121468 | -119729 | -395092 | -37008 |
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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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