Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934918.6089 | 799293.7814 | 135624.8275 | 4561642.6789 | 3611941.6547 | 949701.0242 |
Total P&L (%) | 934.9186 | 799.2938 | 135.6248 | 4561.6427 | 3611.9417 | 949.701 |
Avg Daily Profit (%) | 0.51 | 0.436 | 0.074 | 0.2098 | 0.1974 | 0.1283 |
Buy And Hold Return (%) | 183.2551 | 183.2551 | 183.2551 | 183.2551 | 183.2551 | 183.2551 |
Max Trade Drawdown | -90814 | -82479 | -53622 | -1965908 | -1270302 | -1975015 |
Profit Factor | 3.0835 | 3.9965 | 1.7453 | 1.5853 | 1.8362 | 1.2733 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 52.8736 | 45.4545 | 60.4651 | 52.8736 | 45.4545 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.7484 | 4.7958 | 1.1412 | 1.4129 | 2.2034 | 0.8326 |
Largest Winning Trade | 555279 | 555279 | 52808 | 2382393 | 2382393 | 1847149 |
Largest Losing Trade | -42866 | -36851 | -42866 | -1561407 | -1270302 | -1561407 |
Avg Bars in Trades | 241 | 237 | 245 | 241 | 237 | 245 |
Avg Bars in Winners | 326 | 314 | 335 | 326 | 314 | 335 |
Avg Bars in Losers | 145 | 173 | 107 | 145 | 173 | 107 |
Bars Traded | 20990 | 10446 | 10544 | 20990 | 10446 | 10544 |
Profit Streak | 27.3017 | 27.3017 | 43.1351 | 27.3017 | 27.3017 | 43.1351 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609523 | 505626 | -255777 | 416397 | 371914 | -22266 |
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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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