Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758636.1644 | 687869.3886 | 70766.7758 | 61215.7672 | 1015235.3928 | -954019.6256 |
Total P&L (%) | 758.6362 | 687.8694 | 70.7668 | 61.2158 | 1015.2354 | -954.0196 |
Avg Daily Profit (%) | 0.3226 | 0.2925 | 0.0301 | 0.0203 | 0.1026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206318 | -135701 | -97345 | -2631581 | -1598611 | -1256586 |
Profit Factor | 1.9363 | 2.1566 | 1.3284 | 1.0145 | 1.3687 | 0.3483 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 43.1818 | 55.5556 | 49.4382 | 43.1818 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9803 | 2.8376 | 1.0627 | 1.0376 | 1.8009 | 0.2786 |
Largest Winning Trade | 324569 | 324569 | 28383 | 2094338 | 2094338 | 93451 |
Largest Losing Trade | -62658 | -62658 | -38874 | -1073676 | -1073676 | -802162 |
Avg Bars in Trades | 102 | 184 | 23 | 102 | 184 | 23 |
Avg Bars in Winners | 102 | 207 | 23 | 102 | 207 | 23 |
Avg Bars in Losers | 102 | 166 | 23 | 102 | 166 | 23 |
Bars Traded | 9149 | 8104 | 1045 | 9149 | 8104 | 1045 |
Profit Streak | 32.6071 | 0 | 76.6071 | 32.6071 | 0 | 76.6071 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479627 | 372164 | -150801 | -370311 | -56553 | -579156 |
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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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