Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376330.6467 | 139337.12 | 236993.5267 | 1420962.9994 | 563460.7165 | 857502.2829 |
Total P&L (%) | 376.3306 | 139.3371 | 236.9935 | 1420.963 | 563.4607 | 857.5023 |
Avg Daily Profit (%) | 0.3687 | 0.1365 | 0.2322 | 0.267 | 0.1856 | 0.2216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69170 | -61147 | -54311 | -404701 | -353276 | -235960 |
Profit Factor | 2.0708 | 1.6764 | 2.6297 | 1.9277 | 1.5541 | 2.6658 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 54.2553 | 44.6809 | 63.8298 | 54.2553 | 44.6809 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.746 | 2.0755 | 1.4902 | 1.6254 | 1.9241 | 1.5106 |
Largest Winning Trade | 84732 | 84732 | 38416 | 683597 | 683597 | 202541 |
Largest Losing Trade | -23065 | -23065 | -19043 | -184462 | -184462 | -130688 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Losers | 28 | 33 | 21 | 28 | 33 | 21 |
Bars Traded | 2859 | 1605 | 1254 | 2859 | 1605 | 1254 |
Profit Streak | 13.0845 | 13.0845 | 68.4178 | 13.0845 | 13.0845 | 68.4178 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551009 | -8990 | 555750 | 524784 | 334169 | 609997 |
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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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