Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492897.6625 | 371800.5485 | 121097.114 | 48624.813 | -398593.863 | 447218.676 |
Total P&L (%) | 492.8977 | 371.8005 | 121.0971 | 48.6248 | -398.5939 | 447.2187 |
Avg Daily Profit (%) | 0.4764 | 0.3593 | 0.117 | 0.0383 | 0 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221809 | -93171 | -157965 | -3367302 | -1947173 | -2333781 |
Profit Factor | 1.7306 | 2.2184 | 1.3277 | 1.0048 | 0.9229 | 1.0887 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 62.069 | 59.0909 | 65.1163 | 62.069 | 59.0909 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.0576 | 1.5358 | 0.7113 | 0.614 | 0.6389 | 0.5832 |
Largest Winning Trade | 191410 | 191410 | 41810 | 1880483 | 1880483 | 584209 |
Largest Losing Trade | -86682 | -41523 | -86682 | -840355 | -839196 | -840355 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 3035 | 1541 | 1494 | 3035 | 1541 | 1494 |
Profit Streak | 51.2786 | 51.2786 | 62.9453 | 51.2786 | 51.2786 | 62.9453 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565429 | 555484 | -35183 | -356591 | -578552 | -114309 |
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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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