Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828522.7989 | 658077.2328 | 170445.566 | 1466203.5945 | -1123739.4697 | 2589943.0642 |
Total P&L (%) | 828.5228 | 658.0772 | 170.4456 | 1466.2036 | -1123.7395 | 2589.9431 |
Avg Daily Profit (%) | 0.4264 | 0.3387 | 0.0877 | 0.1417 | 0 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102275 | -126999 | -31372 | -2487527 | -3673604 | -456856 |
Profit Factor | 2.6224 | 2.8525 | 2.0966 | 1.1654 | 0.8302 | 2.1545 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.6224 | 3.8033 | 1.5725 | 1.1654 | 1.107 | 1.6159 |
Largest Winning Trade | 479825 | 479825 | 52304 | 2225191 | 2225191 | 1098046 |
Largest Losing Trade | -34202 | -34202 | -20108 | -879655 | -879655 | -377212 |
Avg Bars in Trades | 86 | 110 | 61 | 86 | 110 | 61 |
Avg Bars in Winners | 101 | 146 | 67 | 101 | 146 | 67 |
Avg Bars in Losers | 71 | 84 | 54 | 71 | 84 | 54 |
Bars Traded | 7259 | 4657 | 2602 | 7259 | 4657 | 2602 |
Profit Streak | 122.7495 | 122.7495 | 166.4995 | 122.7495 | 122.7495 | 166.4995 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581663 | 449983 | -70306 | -40821 | -581280 | 483309 |
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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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