Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933856.3343 | 792135.7279 | 141720.6064 | 106377.3675 | 679662.6143 | -573285.2468 |
Total P&L (%) | 933.8563 | 792.1357 | 141.7206 | 106.3774 | 679.6626 | -573.2852 |
Avg Daily Profit (%) | 0.3909 | 0.3316 | 0.0593 | 0.0303 | 0.086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136017 | -77702 | -131979 | -5788386 | -3613075 | -4971289 |
Profit Factor | 2.2626 | 3.1417 | 1.3833 | 1.0084 | 1.1246 | 0.9206 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 57.3034 | 55.5556 | 59.0909 | 57.3034 | 55.5556 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.6858 | 2.5134 | 0.9576 | 0.7514 | 0.8997 | 0.6373 |
Largest Winning Trade | 311180 | 311180 | 60537 | 2288503 | 2288503 | 1775144 |
Largest Losing Trade | -92896 | -65732 | -92896 | -4496422 | -2217421 | -4496422 |
Avg Bars in Trades | 104 | 86 | 122 | 104 | 86 | 122 |
Avg Bars in Winners | 111 | 76 | 144 | 111 | 76 | 144 |
Avg Bars in Losers | 94 | 97 | 91 | 94 | 97 | 91 |
Bars Traded | 9271 | 3875 | 5396 | 9271 | 3875 | 5396 |
Profit Streak | 118.0665 | 118.0665 | 305.0665 | 118.0665 | 118.0665 | 305.0665 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598283 | 622946 | -112179 | -362681 | -160734 | -578173 |
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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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