Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997580.2858 | 863417.8702 | 134162.4156 | 334677.4269 | 564080.4188 | -229402.992 |
Total P&L (%) | 997.5803 | 863.4179 | 134.1624 | 334.6774 | 564.0804 | -229.403 |
Avg Daily Profit (%) | 0.535 | 0.463 | 0.072 | 0.0788 | 0.1016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109046 | -111162 | -60947 | -875024 | -390808 | -201210 |
Profit Factor | 2.5235 | 4.1041 | 1.3562 | 1.1325 | 1.6069 | 0.8564 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 50.5952 | 46.4286 | 54.7619 | 50.5952 | 46.4286 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.4641 | 4.7355 | 1.1203 | 1.1058 | 1.8542 | 0.7074 |
Largest Winning Trade | 902482 | 902482 | 52839 | 902482 | 902482 | 153898 |
Largest Losing Trade | -56545 | -32307 | -56545 | -566863 | -123668 | -566863 |
Avg Bars in Trades | 64 | 53 | 74 | 64 | 53 | 74 |
Avg Bars in Winners | 84 | 72 | 94 | 84 | 72 | 94 |
Avg Bars in Losers | 43 | 38 | 49 | 43 | 38 | 49 |
Bars Traded | 10763 | 4533 | 6230 | 10763 | 4533 | 6230 |
Profit Streak | 10.4606 | 13.6273 | 10.4606 | 10.4606 | 13.6273 | 10.4606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 639621 | 587035 | -95505 | -160446 | -55021 | -579837 |
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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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