Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619681.1994 | 419133.6707 | 200547.5286 | 2438338.582 | 1794929.3358 | 643409.2462 |
Total P&L (%) | 619.6812 | 419.1337 | 200.5475 | 2438.3386 | 1794.9293 | 643.4092 |
Avg Daily Profit (%) | 0.3556 | 0.2405 | 0.1151 | 0.1858 | 0.169 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105083 | -60768 | -84669 | -2733861 | -1947530 | -1908290 |
Profit Factor | 2.2048 | 2.7546 | 1.728 | 1.2443 | 1.4293 | 1.1109 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 47.0588 | 39.5349 | 54.7619 | 47.0588 | 39.5349 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.4804 | 4.2128 | 1.4275 | 1.3998 | 2.186 | 0.9177 |
Largest Winning Trade | 146398 | 146398 | 73964 | 1889387 | 1681560 | 1889387 |
Largest Losing Trade | -46772 | -22132 | -46772 | -1898128 | -631089 | -1898128 |
Avg Bars in Trades | 39 | 15 | 65 | 39 | 15 | 65 |
Avg Bars in Winners | 61 | 23 | 89 | 61 | 23 | 89 |
Avg Bars in Losers | 21 | 10 | 35 | 21 | 10 | 35 |
Bars Traded | 3398 | 663 | 2735 | 3398 | 663 | 2735 |
Profit Streak | 0 | 0 | 128.081 | 0 | 0 | 128.081 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455279 | 341380 | -35566 | 242739 | 216590 | -137368 |
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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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