Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109379.9815 | 200253.0142 | -90873.0327 | 6241757.41 | 2048200.6305 | 4193556.7794 |
Total P&L (%) | 109.38 | 200.253 | -90.873 | 6241.7574 | 2048.2006 | 4193.5568 |
Avg Daily Profit (%) | 0.0506 | 0.0926 | -0.042 | 0.192 | 0.1419 | 0.1739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -435864 | -97739 | -418880 | -1642048 | -1608510 | -622322 |
Profit Factor | 1.1358 | 1.7396 | 0.8301 | 2.3587 | 1.7022 | 3.5009 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 65 | 29 | 36 | 63 | 28 | 35 |
Losing Trades | 25 | 16 | 9 | 27 | 17 | 10 |
Profitability (%) | 72.2222 | 64.4444 | 80 | 70 | 62.2222 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4368 | 0.9598 | 0.2075 | 1.0109 | 1.0335 | 1.0003 |
Largest Winning Trade | 44405 | 44405 | 37373 | 856571 | 856571 | 762644 |
Largest Losing Trade | -269657 | -44503 | -269657 | -565802 | -565802 | -466114 |
Avg Bars in Trades | 69 | 74 | 63 | 69 | 74 | 63 |
Avg Bars in Winners | 46 | 47 | 45 | 48 | 48 | 49 |
Avg Bars in Losers | 128 | 123 | 136 | 115 | 117 | 113 |
Bars Traded | 6210 | 3350 | 2860 | 6210 | 3350 | 2860 |
Profit Streak | 93.4659 | 104.4659 | 93.4659 | 93.4659 | 104.4659 | 93.4659 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -193882 | -66384 | -576264 | 555132 | 38981 | 634507 |
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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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