Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639958.9616 | 469178.4889 | 170780.4726 | 1147897.8019 | 273232.5863 | 874665.2156 |
Total P&L (%) | 639.959 | 469.1785 | 170.7805 | 1147.8978 | 273.2326 | 874.6652 |
Avg Daily Profit (%) | 0.3364 | 0.2466 | 0.0898 | 0.1328 | 0.0693 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125385 | -91834 | -83682 | -1999645 | -1484930 | -822005 |
Profit Factor | 2.0183 | 2.5672 | 1.519 | 1.207 | 1.0996 | 1.3121 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 57.8313 | 48.7805 | 66.6667 | 57.8313 | 48.7805 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4717 | 2.6955 | 0.7595 | 0.8801 | 1.1546 | 0.6561 |
Largest Winning Trade | 206628 | 206628 | 56886 | 701881 | 701881 | 555960 |
Largest Losing Trade | -52755 | -33601 | -52755 | -687195 | -402486 | -687195 |
Avg Bars in Trades | 64 | 64 | 65 | 64 | 64 | 65 |
Avg Bars in Winners | 61 | 65 | 58 | 61 | 65 | 58 |
Avg Bars in Losers | 69 | 62 | 79 | 69 | 62 | 79 |
Bars Traded | 5380 | 2631 | 2748 | 5380 | 2631 | 2748 |
Profit Streak | 632.6675 | 632.6675 | 642.6675 | 632.6675 | 632.6675 | 642.6675 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467938 | 470123 | -70190 | -16443 | -211275 | -31052 |
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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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