Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725869.8086 | 699731.8445 | 26137.9641 | 14710.5509 | 31462.5629 | -16752.012 |
Total P&L (%) | 725.8698 | 699.7318 | 26.138 | 14.7106 | 31.4626 | -16.752 |
Avg Daily Profit (%) | 0.3012 | 0.2903 | 0.0108 | 0.0057 | 0.0114 | -0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172122 | -103323 | -169497 | -145825 | -115987 | -164190 |
Profit Factor | 2.0595 | 2.9476 | 1.0802 | 1.0194 | 1.0828 | 0.9558 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 42.6829 | 46.3415 | 39.0244 | 42.6829 | 46.3415 | 39.0244 |
Ratio Avg Win / Avg Loss | 2.7655 | 3.413 | 1.6878 | 1.3689 | 1.2538 | 1.4934 |
Largest Winning Trade | 607108 | 607108 | 59335 | 185631 | 185631 | 73406 |
Largest Losing Trade | -46444 | -42091 | -46444 | -100416 | -41893 | -100416 |
Avg Bars in Trades | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Winners | 87 | 63 | 116 | 87 | 63 | 116 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 4630 | 2005 | 2625 | 4630 | 2005 | 2625 |
Profit Streak | 43.2077 | 55.2077 | 43.2077 | 43.2077 | 55.2077 | 43.2077 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 96933 | 505241 | -316226 | -413755 | -310452 | -582356 |
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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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