Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703315.7938 | 575980.8105 | 127334.9834 | 578657.7485 | 405038.2149 | 173619.5335 |
Total P&L (%) | 703.3158 | 575.9808 | 127.335 | 578.6577 | 405.0382 | 173.6195 |
Avg Daily Profit (%) | 0.3807 | 0.3117 | 0.0689 | 0.1037 | 0.0877 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123121 | -129159 | -40340 | -585632 | -483207 | -283748 |
Profit Factor | 2.8218 | 3.0105 | 2.2789 | 1.3303 | 1.3488 | 1.2938 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.1364 | 47.7273 | 54.5455 | 51.1364 | 47.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.6964 | 3.2972 | 1.8991 | 1.2711 | 1.4773 | 1.0781 |
Largest Winning Trade | 495599 | 495599 | 33979 | 495599 | 495599 | 189325 |
Largest Losing Trade | -56185 | -56185 | -40340 | -283748 | -238889 | -283748 |
Avg Bars in Trades | 58 | 88 | 28 | 58 | 88 | 28 |
Avg Bars in Winners | 77 | 120 | 40 | 77 | 120 | 40 |
Avg Bars in Losers | 38 | 58 | 14 | 38 | 58 | 14 |
Bars Traded | 5144 | 3888 | 1256 | 5144 | 3888 | 1256 |
Profit Streak | 0 | 143.9391 | 0 | 0 | 143.9391 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552607 | 521630 | -95653 | -53478 | -75761 | -119177 |
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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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