Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554959.2842 | 1510573.2062 | 44386.078 | 12613.2967 | 7777.4075 | 4835.8892 |
Total P&L (%) | 1554.9593 | 1510.5732 | 44.3861 | 12.6133 | 7.7774 | 4.8359 |
Avg Daily Profit (%) | 0.6593 | 0.6405 | 0.0188 | 0.005 | 0.0032 | 0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168799 | -96947 | -155258 | -382785 | -231077 | -257458 |
Profit Factor | 2.5094 | 4.0749 | 1.0824 | 1.0079 | 1.01 | 1.0058 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 44.382 | 41.573 | 47.191 | 44.382 | 41.573 | 47.191 |
Ratio Avg Win / Avg Loss | 3.1446 | 5.7269 | 1.2112 | 1.263 | 1.4195 | 1.1256 |
Largest Winning Trade | 1540552 | 1540552 | 55303 | 207175 | 207175 | 104531 |
Largest Losing Trade | -51290 | -37112 | -51290 | -135094 | -105525 | -135094 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Losers | 32 | 38 | 25 | 32 | 38 | 25 |
Bars Traded | 6941 | 3808 | 3132 | 6941 | 3808 | 3132 |
Profit Streak | 17.3702 | 0 | 79.3702 | 17.3702 | 0 | 79.3702 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578264 | 551737 | -299472 | -483141 | -567447 | -570029 |
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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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