Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886124.1585 | 1694053.1352 | 192071.0233 | 3561594.1689 | -1369408.1325 | 4931002.3014 |
Total P&L (%) | 1886.1242 | 1694.0531 | 192.071 | 3561.5942 | -1369.4081 | 4931.0023 |
Avg Daily Profit (%) | 0.8023 | 0.7206 | 0.0817 | 0.1533 | 0 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108549 | -69215 | -84672 | -3914476 | -3972777 | -1413796 |
Profit Factor | 4.6048 | 7.272 | 1.7588 | 1.2953 | 0.8232 | 2.1435 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 5.3318 | 10.2664 | 1.675 | 1.4999 | 1.1622 | 2.0414 |
Largest Winning Trade | 1614611 | 1614611 | 68726 | 1480211 | 1391219 | 1480211 |
Largest Losing Trade | -35698 | -29195 | -35698 | -1614794 | -1614794 | -1153597 |
Avg Bars in Trades | 168 | 145 | 192 | 168 | 145 | 192 |
Avg Bars in Winners | 244 | 222 | 262 | 244 | 222 | 262 |
Avg Bars in Losers | 103 | 90 | 118 | 103 | 90 | 118 |
Bars Traded | 13847 | 5959 | 7887 | 13847 | 5959 | 7887 |
Profit Streak | 54.2192 | 0 | 315.7192 | 54.2192 | 0 | 315.7192 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397266 | 638342 | -78973 | -1944 | -582395 | 482097 |
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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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