Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860544.9321 | 670765.6614 | 189779.2707 | 2735904.9669 | -62094.4047 | 2797999.3716 |
Total P&L (%) | 860.5449 | 670.7657 | 189.7793 | 2735.905 | -62.0944 | 2797.9994 |
Avg Daily Profit (%) | 0.4458 | 0.3475 | 0.0983 | 0.1734 | -0.0502 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89183 | -76239 | -49584 | -1565378 | -1526805 | -406470 |
Profit Factor | 2.8571 | 3.497 | 1.9745 | 1.5947 | 0.9803 | 2.9302 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 44.9438 | 34.0909 | 55.5556 | 44.9438 | 34.0909 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.5 | 6.7608 | 1.5796 | 1.9535 | 1.8952 | 2.3442 |
Largest Winning Trade | 461074 | 461074 | 59735 | 643286 | 620945 | 643286 |
Largest Losing Trade | -38450 | -38450 | -29855 | -590709 | -590709 | -273498 |
Avg Bars in Trades | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Winners | 112 | 121 | 107 | 112 | 121 | 107 |
Avg Bars in Losers | 49 | 52 | 46 | 49 | 52 | 46 |
Bars Traded | 6945 | 3337 | 3608 | 6945 | 3337 | 3608 |
Profit Streak | 116.5725 | 0 | 324.3225 | 116.5725 | 0 | 324.3225 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519399 | 354915 | -55828 | 347090 | -584128 | 560422 |
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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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