Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213941.5334 | 1045521.466 | 168420.0674 | 1681294.5538 | -1146614.1027 | 2827908.6565 |
Total P&L (%) | 1213.9415 | 1045.5215 | 168.4201 | 1681.2946 | -1146.6141 | 2827.9087 |
Avg Daily Profit (%) | 0.51 | 0.4392 | 0.0708 | 0.1211 | 0 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109080 | -86905 | -80669 | -7259326 | -6164815 | -4720601 |
Profit Factor | 2.9019 | 4.1362 | 1.5524 | 1.0771 | 0.8972 | 1.2655 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 45.3488 | 37.2093 | 53.4884 | 45.3488 | 37.2093 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.4972 | 6.9798 | 1.3499 | 1.2981 | 1.514 | 1.1004 |
Largest Winning Trade | 675673 | 675673 | 53649 | 3456931 | 3456931 | 2437344 |
Largest Losing Trade | -49840 | -49840 | -42010 | -2749618 | -1904842 | -2749618 |
Avg Bars in Trades | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Winners | 128 | 116 | 137 | 128 | 116 | 137 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 6919 | 2975 | 3945 | 6919 | 2975 | 3945 |
Profit Streak | 0 | 0 | 46.5294 | 0 | 0 | 46.5294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527361 | 443544 | -95778 | -168249 | -582923 | -2167 |
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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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