Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132628.865 | 1019666.3745 | 112962.4904 | 2031076.6692 | -17023.9316 | 2048100.6008 |
Total P&L (%) | 1132.6289 | 1019.6664 | 112.9625 | 2031.0767 | -17.0239 | 2048.1006 |
Avg Daily Profit (%) | 0.4755 | 0.4281 | 0.0474 | 0.1285 | -0.0078 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90332 | -66215 | -59598 | -2013257 | -1781735 | -1781551 |
Profit Factor | 3.0935 | 4.5277 | 1.4483 | 1.201 | 0.997 | 1.4687 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 50.6173 | 48.7805 | 52.5 | 50.6173 | 48.7805 | 52.5 |
Ratio Avg Win / Avg Loss | 3.018 | 4.7541 | 1.3103 | 1.1717 | 1.0469 | 1.3288 |
Largest Winning Trade | 747185 | 747185 | 56106 | 1141745 | 1141745 | 1123727 |
Largest Losing Trade | -33914 | -30548 | -33914 | -1156735 | -675700 | -1156735 |
Avg Bars in Trades | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Winners | 70 | 77 | 63 | 70 | 77 | 63 |
Avg Bars in Losers | 34 | 20 | 50 | 34 | 20 | 50 |
Bars Traded | 4254 | 1973 | 2281 | 4254 | 1973 | 2281 |
Profit Streak | 25.0344 | 25.0344 | 48.0344 | 25.0344 | 25.0344 | 48.0344 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 40671 | 631452 | -127672 | -36733 | -579006 | -18565 |
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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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