Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879016.7888 | 825112.9209 | 53903.868 | 898283.0844 | 1104601.8671 | -206318.7827 |
Total P&L (%) | 879.0168 | 825.1129 | 53.9039 | 898.2831 | 1104.6019 | -206.3188 |
Avg Daily Profit (%) | 0.4776 | 0.4483 | 0.0293 | 0.1251 | 0.1353 | 0 |
Buy And Hold Return (%) | 126.2722 | 126.2722 | 126.2722 | 126.2722 | 126.2722 | 126.2722 |
Max Trade Drawdown | -100698 | -90311 | -60947 | -1612298 | -1120156 | -1099068 |
Profit Factor | 2.5279 | 3.6357 | 1.2055 | 1.1141 | 1.2606 | 0.9432 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.1765 | 34.8837 | 47.619 | 41.1765 | 34.8837 | 47.619 |
Ratio Avg Win / Avg Loss | 3.6113 | 6.7867 | 1.3261 | 1.5916 | 2.3531 | 1.0375 |
Largest Winning Trade | 695724 | 695724 | 38349 | 1005955 | 1005955 | 515732 |
Largest Losing Trade | -39283 | -30187 | -39283 | -653056 | -424473 | -653056 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 67 | 77 | 59 | 67 | 77 | 59 |
Avg Bars in Losers | 23 | 20 | 28 | 23 | 20 | 28 |
Bars Traded | 3538 | 1724 | 1814 | 3538 | 1724 | 1814 |
Profit Streak | 36.2739 | 36.2739 | 50.2739 | 36.2739 | 36.2739 | 50.2739 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467633 | 408957 | -320344 | -121670 | -16303 | -579429 |
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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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