Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740066.4811 | 653452.2094 | 86614.2717 | 70977.9651 | 91029.4516 | -20051.4865 |
Total P&L (%) | 740.0665 | 653.4522 | 86.6143 | 70.978 | 91.0295 | -20.0515 |
Avg Daily Profit (%) | 0.4598 | 0.406 | 0.0538 | 0.0333 | 0.0402 | -0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237808 | -173441 | -91451 | -418547 | -227919 | -213723 |
Profit Factor | 1.9856 | 2.5006 | 1.2746 | 1.062 | 1.142 | 0.9602 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 48.3146 | 36.3636 | 60 | 48.3146 | 36.3636 | 60 |
Ratio Avg Win / Avg Loss | 2.1241 | 4.376 | 0.8497 | 1.1361 | 1.9986 | 0.6401 |
Largest Winning Trade | 438679 | 438679 | 48443 | 342707 | 342707 | 84004 |
Largest Losing Trade | -59665 | -43529 | -59665 | -182988 | -92723 | -182988 |
Avg Bars in Trades | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Winners | 68 | 73 | 65 | 68 | 73 | 65 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 4715 | 2309 | 2406 | 4715 | 2309 | 2406 |
Profit Streak | 17.0136 | 0 | 31.0136 | 17.0136 | 0 | 31.0136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510597 | 335507 | -120896 | -300530 | -207597 | -578875 |
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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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