Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777723.5469 | 452107.2072 | 325616.3397 | 7436743.4171 | 869201.9777 | 6567541.4395 |
Total P&L (%) | 777.7235 | 452.1072 | 325.6163 | 7436.7434 | 869.202 | 6567.5414 |
Avg Daily Profit (%) | 0.4281 | 0.2489 | 0.1793 | 0.2382 | 0.1251 | 0.2315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40402 | -83242 | -30801 | -3380285 | -2909659 | -2324940 |
Profit Factor | 2.5065 | 2.434 | 2.6201 | 1.4353 | 1.0878 | 1.9144 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 44.2478 | 32.1429 | 56.1404 | 44.2478 | 32.1429 | 56.1404 |
Ratio Avg Win / Avg Loss | 3.1581 | 5.1385 | 2.047 | 1.8085 | 2.2964 | 1.4957 |
Largest Winning Trade | 295729 | 295729 | 56225 | 2638014 | 2638014 | 2469089 |
Largest Losing Trade | -30801 | -29300 | -30801 | -2324940 | -982094 | -2324940 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 46 | 50 | 44 | 46 | 50 | 44 |
Avg Bars in Losers | 19 | 18 | 22 | 19 | 18 | 22 |
Bars Traded | 3574 | 1605 | 1969 | 3574 | 1605 | 1969 |
Profit Streak | 45.8199 | 45.8199 | 94.8199 | 45.8199 | 45.8199 | 94.8199 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512911 | -173766 | -165459 | 355274 | -334857 | -167070 |
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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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