Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872126.1804 | 664679.6985 | 207446.4819 | 3908167.0434 | 192996.1061 | 3715170.9373 |
Total P&L (%) | 872.1262 | 664.6797 | 207.4465 | 3908.167 | 192.9961 | 3715.1709 |
Avg Daily Profit (%) | 0.4701 | 0.3583 | 0.1118 | 0.1991 | 0.058 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85518 | -69506 | -42930 | -6505839 | -5015744 | -3653441 |
Profit Factor | 2.3691 | 2.807 | 1.7707 | 1.1439 | 1.0119 | 1.3397 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 51.1905 | 47.619 | 54.7619 | 51.1905 | 47.619 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.2589 | 3.0876 | 1.4628 | 1.0907 | 1.1131 | 1.1067 |
Largest Winning Trade | 523114 | 523114 | 61116 | 3341553 | 3341553 | 2826761 |
Largest Losing Trade | -33224 | -33224 | -26653 | -2729940 | -1608070 | -2729940 |
Avg Bars in Trades | 31 | 25 | 38 | 31 | 25 | 38 |
Avg Bars in Winners | 44 | 32 | 53 | 44 | 32 | 53 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 5364 | 2105 | 3259 | 5364 | 2105 | 3259 |
Profit Streak | 0 | 0 | 20.7082 | 0 | 0 | 20.7082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572143 | 495732 | -40637 | -53204 | -323952 | 330297 |
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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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