Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599122.8652 | 478312.4877 | 120810.3776 | 1014188.9169 | 103993.8643 | 910195.0526 |
Total P&L (%) | 599.1229 | 478.3125 | 120.8104 | 1014.1889 | 103.9939 | 910.1951 |
Avg Daily Profit (%) | 0.3224 | 0.2574 | 0.065 | 0.1298 | 0.0384 | 0.1245 |
Buy And Hold Return (%) | 74.2156 | 74.2156 | 74.2156 | 74.2156 | 74.2156 | 74.2156 |
Max Trade Drawdown | -129787 | -149236 | -52453 | -2811284 | -2981409 | -944003 |
Profit Factor | 2.0342 | 2.5307 | 1.4528 | 1.1391 | 1.0239 | 1.3095 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.8736 | 46.5116 | 59.0909 | 52.8736 | 46.5116 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.8131 | 2.9104 | 1.0058 | 1.0153 | 1.1775 | 0.9066 |
Largest Winning Trade | 215691 | 215691 | 40212 | 894499 | 894499 | 617362 |
Largest Losing Trade | -52453 | -27122 | -52453 | -860663 | -860663 | -784873 |
Avg Bars in Trades | 81 | 97 | 65 | 81 | 97 | 65 |
Avg Bars in Winners | 83 | 99 | 71 | 83 | 99 | 71 |
Avg Bars in Losers | 77 | 95 | 55 | 77 | 95 | 55 |
Bars Traded | 7049 | 4188 | 2862 | 7049 | 4188 | 2862 |
Profit Streak | 17.8609 | 0 | 329.3609 | 17.8609 | 0 | 329.3609 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508345 | 405373 | -111791 | -85612 | -378115 | -25184 |
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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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