Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573926.5919 | 511530.1374 | 62396.4545 | 772092.1765 | 481353.4945 | 290738.682 |
Total P&L (%) | 573.9266 | 511.5301 | 62.3965 | 772.0922 | 481.3535 | 290.7387 |
Avg Daily Profit (%) | 0.2398 | 0.2138 | 0.0261 | 0.0905 | 0.0736 | 0.057 |
Buy And Hold Return (%) | 83.822 | 83.822 | 83.822 | 83.822 | 83.822 | 83.822 |
Max Trade Drawdown | -103991 | -121706 | -62254 | -553726 | -561376 | -234054 |
Profit Factor | 1.9611 | 2.2699 | 1.3211 | 1.4096 | 1.3354 | 1.6461 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 51.7241 | 59.0909 | 44.186 | 51.7241 | 59.0909 | 44.186 |
Ratio Avg Win / Avg Loss | 1.8304 | 1.5714 | 1.6687 | 1.3156 | 0.9245 | 2.0793 |
Largest Winning Trade | 157446 | 157446 | 27025 | 533344 | 533344 | 137236 |
Largest Losing Trade | -73478 | -73478 | -19465 | -366972 | -366972 | -76941 |
Avg Bars in Trades | 81 | 143 | 17 | 81 | 143 | 17 |
Avg Bars in Winners | 57 | 85 | 19 | 57 | 85 | 19 |
Avg Bars in Losers | 106 | 228 | 14 | 106 | 228 | 14 |
Bars Traded | 7060 | 6329 | 731 | 7060 | 6329 | 731 |
Profit Streak | 14.2527 | 14.9193 | 0 | 14.2527 | 14.9193 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469835 | 493276 | -324425 | -69862 | -95076 | -118357 |
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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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