Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995508.491 | 814575.5746 | 180932.9164 | 3705211.2316 | 1036190.9752 | 2669020.2564 |
Total P&L (%) | 995.5085 | 814.5756 | 180.9329 | 3705.2112 | 1036.191 | 2669.0203 |
Avg Daily Profit (%) | 0.5121 | 0.419 | 0.0931 | 0.1874 | 0.1251 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141958 | -119653 | -61549 | -2486019 | -2358144 | -808729 |
Profit Factor | 2.4054 | 3.2457 | 1.5235 | 1.3564 | 1.1689 | 1.6264 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 45.1923 | 32.6923 | 57.6923 | 45.1923 | 32.6923 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.9172 | 6.6824 | 1.1172 | 1.645 | 2.4066 | 1.1927 |
Largest Winning Trade | 499038 | 499038 | 66776 | 2068385 | 2068385 | 985145 |
Largest Losing Trade | -54194 | -31237 | -54194 | -861797 | -861797 | -775142 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 56 | 55 | 57 | 56 | 55 | 57 |
Avg Bars in Losers | 19 | 21 | 15 | 19 | 21 | 15 |
Bars Traded | 3769 | 1693 | 2076 | 3769 | 1693 | 2076 |
Profit Streak | 88.9532 | 95.9532 | 88.9532 | 88.9532 | 95.9532 | 88.9532 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543587 | -169991 | -245358 | 334131 | -245331 | -168340 |
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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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