Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563509.7357 | 469454.25 | 94055.4857 | 1027565.7362 | 637871.2595 | 389694.4766 |
Total P&L (%) | 563.5097 | 469.4543 | 94.0555 | 1027.5657 | 637.8713 | 389.6945 |
Avg Daily Profit (%) | 0.3184 | 0.2653 | 0.0531 | 0.137 | 0.113 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82009 | -60394 | -125162 | -228505 | -107859 | -167235 |
Profit Factor | 2.0416 | 3.0075 | 1.3062 | 1.8706 | 2.3225 | 1.5583 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 41.8605 | 46.5116 | 37.2093 | 41.8605 | 46.5116 | 37.2093 |
Ratio Avg Win / Avg Loss | 2.8356 | 3.4586 | 2.2043 | 2.598 | 2.6708 | 2.6296 |
Largest Winning Trade | 178955 | 178955 | 78465 | 342311 | 220781 | 342311 |
Largest Losing Trade | -32009 | -29777 | -32009 | -120645 | -107859 | -120645 |
Avg Bars in Trades | 242 | 218 | 266 | 242 | 218 | 266 |
Avg Bars in Winners | 413 | 314 | 538 | 413 | 314 | 538 |
Avg Bars in Losers | 119 | 135 | 105 | 119 | 135 | 105 |
Bars Traded | 20862 | 9392 | 11470 | 20862 | 9392 | 11470 |
Profit Streak | 33.0369 | 0 | 47.6202 | 33.0369 | 0 | 47.6202 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379281 | 454235 | -125077 | -8593 | -38619 | -74661 |
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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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