Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823896.8188 | 604310.0783 | 219586.7405 | 5790268.1639 | -1935120.5386 | 7725388.7024 |
Total P&L (%) | 823.8968 | 604.3101 | 219.5867 | 5790.2682 | -1935.1205 | 7725.3887 |
Avg Daily Profit (%) | 0.3482 | 0.2554 | 0.0928 | 0.1724 | 0 | 0.1844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105952 | -73793 | -85917 | -9622397 | -5847253 | -4045429 |
Profit Factor | 2.4559 | 3.186 | 1.7586 | 1.2958 | 0.8224 | 1.8906 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 48.3516 | 45.6522 | 51.1111 | 48.3516 | 45.6522 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.6233 | 3.7929 | 1.6821 | 1.3842 | 0.9791 | 1.8084 |
Largest Winning Trade | 225189 | 225189 | 63946 | 5819381 | 2923706 | 5819381 |
Largest Losing Trade | -51246 | -25567 | -51246 | -3412146 | -2484811 | -3412146 |
Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Winners | 73 | 55 | 89 | 73 | 55 | 89 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 4629 | 1824 | 2805 | 4629 | 1824 | 2805 |
Profit Streak | 18.8512 | 18.8512 | 21.8512 | 18.8512 | 18.8512 | 21.8512 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527445 | 487553 | -64992 | 306984 | -581834 | 441111 |
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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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