Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705192.9489 | 434369.5617 | 270823.3872 | 4709122.1156 | -527377.8645 | 5236499.9801 |
Total P&L (%) | 705.1929 | 434.3696 | 270.8234 | 4709.1221 | -527.3779 | 5236.5 |
Avg Daily Profit (%) | 0.3888 | 0.2395 | 0.1493 | 0.2137 | 0 | 0.2195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107066 | -79323 | -49074 | -8398374 | -7368390 | -3775088 |
Profit Factor | 2.609 | 2.7933 | 2.3814 | 1.1851 | 0.9632 | 1.4722 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 40.8602 | 29.7872 | 52.1739 | 40.8602 | 29.7872 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.7763 | 6.5843 | 2.1829 | 1.7153 | 2.2705 | 1.3496 |
Largest Winning Trade | 246048 | 246048 | 72521 | 3948361 | 3948361 | 2710225 |
Largest Losing Trade | -23889 | -19043 | -23889 | -1620995 | -1245544 | -1620995 |
Avg Bars in Trades | 56 | 33 | 80 | 56 | 33 | 80 |
Avg Bars in Winners | 111 | 70 | 134 | 111 | 70 | 134 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5280 | 1583 | 3695 | 5280 | 1583 | 3695 |
Profit Streak | 48.7208 | 48.7208 | 55.0542 | 48.7208 | 48.7208 | 55.0542 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443158 | 187828 | 421511 | -9941 | -586072 | 369292 |
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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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