Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852522.441 | 646547.8979 | 205974.5431 | 1346651.0346 | 718722.4991 | 627928.5355 |
Total P&L (%) | 852.5224 | 646.5479 | 205.9745 | 1346.651 | 718.7225 | 627.9285 |
Avg Daily Profit (%) | 0.358 | 0.2715 | 0.0865 | 0.1123 | 0.0883 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147902 | -61694 | -136159 | -10013620 | -4863106 | -10252497 |
Profit Factor | 2.4908 | 3.5446 | 1.6482 | 1.0727 | 1.1041 | 1.054 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 59.2105 | 55.2632 | 63.1579 | 59.2105 | 55.2632 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7159 | 2.8694 | 0.9615 | 0.7389 | 0.8938 | 0.6148 |
Largest Winning Trade | 202290 | 202290 | 58182 | 2328812 | 1979769 | 2328812 |
Largest Losing Trade | -83552 | -36212 | -83552 | -8759346 | -3313531 | -8759346 |
Avg Bars in Trades | 121 | 96 | 146 | 121 | 96 | 146 |
Avg Bars in Winners | 139 | 112 | 163 | 139 | 112 | 163 |
Avg Bars in Losers | 94 | 76 | 117 | 94 | 76 | 117 |
Bars Traded | 9219 | 3657 | 5562 | 9219 | 3657 | 5562 |
Profit Streak | 114.3035 | 114.3035 | 305.8035 | 114.3035 | 114.3035 | 305.8035 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36745 | 613069 | -74036 | -235859 | -180659 | -240889 |
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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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