Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882421.4503 | 764690.1449 | 117731.3054 | 757560.8686 | 225454.491 | 532106.3776 |
Total P&L (%) | 882.4215 | 764.6901 | 117.7313 | 757.5609 | 225.4545 | 532.1064 |
Avg Daily Profit (%) | 0.5506 | 0.4771 | 0.0735 | 0.1342 | 0.0737 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166205 | -149521 | -55825 | -2138558 | -1838771 | -400913 |
Profit Factor | 2.472 | 2.9941 | 1.5451 | 1.1539 | 1.0676 | 1.335 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.8605 | 34.8837 | 48.8372 | 41.8605 | 34.8837 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.4334 | 5.589 | 1.6187 | 1.6026 | 1.9929 | 1.3986 |
Largest Winning Trade | 529558 | 529558 | 54301 | 1125262 | 1125262 | 559557 |
Largest Losing Trade | -38722 | -38722 | -34627 | -618855 | -618855 | -279028 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 88 | 97 | 82 | 88 | 97 | 82 |
Avg Bars in Losers | 27 | 35 | 17 | 27 | 35 | 17 |
Bars Traded | 4591 | 2464 | 2127 | 4591 | 2464 | 2127 |
Profit Streak | 167.8354 | 169.5021 | 167.8354 | 167.8354 | 169.5021 | 167.8354 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511953 | 419470 | -91602 | -65165 | -244115 | -38036 |
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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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