Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193279.0589 | 1127720.7813 | 65558.2775 | 592845.4026 | -1127755.6931 | 1720601.0957 |
Total P&L (%) | 1193.2791 | 1127.7208 | 65.5583 | 592.8454 | -1127.7557 | 1720.6011 |
Avg Daily Profit (%) | 0.5022 | 0.4746 | 0.0276 | 0.0815 | 0 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138039 | -94647 | -97074 | -6905990 | -6027262 | -3985018 |
Profit Factor | 2.6297 | 4.1657 | 1.1744 | 1.0324 | 0.9006 | 1.2472 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 47.619 | 48.7805 | 48.1928 | 47.619 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.827 | 4.5823 | 1.2331 | 1.1098 | 0.9907 | 1.3096 |
Largest Winning Trade | 686308 | 686308 | 53886 | 4053176 | 4053176 | 2415581 |
Largest Losing Trade | -45343 | -34641 | -45343 | -2487810 | -2487810 | -1690161 |
Avg Bars in Trades | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Winners | 68 | 66 | 69 | 68 | 66 | 69 |
Avg Bars in Losers | 39 | 56 | 21 | 39 | 56 | 21 |
Bars Traded | 4418 | 2576 | 1842 | 4418 | 2576 | 1842 |
Profit Streak | 18.9293 | 18.9293 | 47.4293 | 18.9293 | 18.9293 | 47.4293 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546375 | 639035 | -184475 | -269090 | -580595 | -29141 |
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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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