Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901628.7241 | 716547.7782 | 185080.9459 | 4334304.4425 | 127382.1774 | 4206922.2652 |
Total P&L (%) | 901.6287 | 716.5478 | 185.0809 | 4334.3044 | 127.3822 | 4206.9223 |
Avg Daily Profit (%) | 0.466 | 0.3703 | 0.0956 | 0.1962 | 0.0425 | 0.1947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121445 | -90590 | -56056 | -3081831 | -2345180 | -1356495 |
Profit Factor | 2.6124 | 3.3216 | 1.7387 | 1.4033 | 1.0193 | 2.0164 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 45.283 | 35.8491 | 54.717 | 45.283 | 35.8491 | 54.717 |
Ratio Avg Win / Avg Loss | 3.1567 | 5.944 | 1.4389 | 1.6956 | 1.824 | 1.6688 |
Largest Winning Trade | 385249 | 385249 | 51253 | 1477673 | 1477673 | 1381618 |
Largest Losing Trade | -37765 | -22860 | -37765 | -705099 | -599002 | -705099 |
Avg Bars in Trades | 106 | 85 | 127 | 106 | 85 | 127 |
Avg Bars in Winners | 170 | 157 | 179 | 170 | 157 | 179 |
Avg Bars in Losers | 53 | 45 | 64 | 53 | 45 | 64 |
Bars Traded | 11260 | 4527 | 6733 | 11260 | 4527 | 6733 |
Profit Streak | 48.851 | 126.1844 | 48.851 | 48.851 | 126.1844 | 48.851 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545671 | -168363 | -241970 | 349043 | -518610 | -167057 |
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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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