Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870397.8706 | 740466.2295 | 129931.6411 | 1761115.691 | 1350717.5336 | 410398.1574 |
Total P&L (%) | 870.3979 | 740.4662 | 129.9316 | 1761.1157 | 1350.7175 | 410.3982 |
Avg Daily Profit (%) | 0.4659 | 0.3963 | 0.0695 | 0.1566 | 0.1433 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185270 | -83134 | -128901 | -444673 | -239879 | -346653 |
Profit Factor | 2.5173 | 3.4411 | 1.4807 | 2.1412 | 2.9255 | 1.4875 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 49.4118 | 45.2381 | 53.4884 | 49.4118 | 45.2381 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.5772 | 4.1655 | 1.2875 | 2.1921 | 3.5415 | 1.2935 |
Largest Winning Trade | 325624 | 325624 | 49874 | 601431 | 601431 | 327548 |
Largest Losing Trade | -61275 | -37589 | -61275 | -235922 | -135840 | -235922 |
Avg Bars in Trades | 61 | 74 | 48 | 61 | 74 | 48 |
Avg Bars in Winners | 67 | 89 | 50 | 67 | 89 | 50 |
Avg Bars in Losers | 54 | 62 | 46 | 54 | 62 | 46 |
Bars Traded | 5210 | 3124 | 2085 | 5210 | 3124 | 2085 |
Profit Streak | 117.3509 | 174.3509 | 117.3509 | 117.3509 | 174.3509 | 117.3509 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593814 | 570378 | -97431 | 472527 | 135201 | -73737 |
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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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