Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107531.718 | 944796.6234 | 162735.0947 | 1457009.6817 | 93655.3631 | 1363354.3186 |
Total P&L (%) | 1107.5317 | 944.7966 | 162.7351 | 1457.0097 | 93.6554 | 1363.3543 |
Avg Daily Profit (%) | 0.4682 | 0.3994 | 0.0688 | 0.1161 | 0.0279 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119665 | -51412 | -121064 | -1228188 | -750615 | -477572 |
Profit Factor | 3.1797 | 5.1322 | 1.5823 | 1.4979 | 1.0552 | 2.1075 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 51.6484 | 47.8261 | 55.5556 | 51.6484 | 47.8261 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.9767 | 5.5987 | 1.2658 | 1.4023 | 1.1512 | 1.686 |
Largest Winning Trade | 863878 | 863878 | 57949 | 679156 | 325448 | 679156 |
Largest Losing Trade | -66178 | -30223 | -66178 | -388009 | -371630 | -388009 |
Avg Bars in Trades | 50 | 33 | 68 | 50 | 33 | 68 |
Avg Bars in Winners | 70 | 44 | 94 | 70 | 44 | 94 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 4610 | 1550 | 3060 | 4610 | 1550 | 3060 |
Profit Streak | 52.8876 | 52.8876 | 54.3876 | 52.8876 | 52.8876 | 54.3876 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660119 | 642533 | -97500 | -34333 | -315093 | -35278 |
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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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