Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698325.5897 | 575635.4135 | 122690.1762 | 430963.059 | 155087.8393 | 275875.2197 |
Total P&L (%) | 698.3256 | 575.6354 | 122.6902 | 430.9631 | 155.0878 | 275.8752 |
Avg Daily Profit (%) | 0.4374 | 0.3605 | 0.0768 | 0.1046 | 0.0587 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181457 | -129862 | -87996 | -737826 | -592416 | -563062 |
Profit Factor | 2.313 | 2.9772 | 1.5097 | 1.1522 | 1.1038 | 1.2063 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 46.9388 | 38.7755 | 55.102 | 46.9388 | 38.7755 | 55.102 |
Ratio Avg Win / Avg Loss | 2.6146 | 4.7008 | 1.2301 | 1.3025 | 1.7428 | 0.9829 |
Largest Winning Trade | 350451 | 350451 | 51122 | 638950 | 638950 | 245513 |
Largest Losing Trade | -56301 | -41941 | -56301 | -378182 | -139981 | -378182 |
Avg Bars in Trades | 45 | 33 | 57 | 45 | 33 | 57 |
Avg Bars in Winners | 74 | 62 | 82 | 74 | 62 | 82 |
Avg Bars in Losers | 19 | 14 | 26 | 19 | 14 | 26 |
Bars Traded | 4457 | 1635 | 2822 | 4457 | 1635 | 2822 |
Profit Streak | 26.5313 | 0 | 30.5313 | 26.5313 | 0 | 30.5313 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506978 | 389767 | -87688 | -106835 | -224130 | -83047 |
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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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