Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873580.8621 | 789665.6094 | 83915.2527 | 575260.9197 | -300263.0175 | 875523.9372 |
Total P&L (%) | 873.5809 | 789.6656 | 83.9153 | 575.2609 | -300.263 | 875.5239 |
Avg Daily Profit (%) | 0.3677 | 0.3324 | 0.0353 | 0.0804 | 0 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103909 | -92118 | -103918 | -1869100 | -1987900 | -675527 |
Profit Factor | 2.106 | 2.9129 | 1.2226 | 1.0836 | 0.933 | 1.3651 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 46.875 | 45.8333 | 47.9167 | 46.875 | 45.8333 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.3868 | 3.4426 | 1.3289 | 1.2281 | 1.1027 | 1.4838 |
Largest Winning Trade | 366811 | 366811 | 58275 | 1380594 | 1380594 | 759730 |
Largest Losing Trade | -59414 | -46123 | -59414 | -833472 | -833472 | -354953 |
Avg Bars in Trades | 46 | 51 | 41 | 46 | 51 | 41 |
Avg Bars in Winners | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Losers | 33 | 41 | 24 | 33 | 41 | 24 |
Bars Traded | 4449 | 2477 | 1972 | 4449 | 2477 | 1972 |
Profit Streak | 11.0808 | 0 | 12.0808 | 11.0808 | 0 | 12.0808 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473618 | 475175 | -146204 | -214080 | -580642 | -64123 |
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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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