Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482195.4486 | 424611.4603 | 57583.9883 | 107685.4729 | 413754.6955 | -306069.2226 |
Total P&L (%) | 482.1954 | 424.6115 | 57.584 | 107.6855 | 413.7547 | -306.0692 |
Avg Daily Profit (%) | 0.257 | 0.2263 | 0.0307 | 0.039 | 0.0873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198454 | -117428 | -164485 | -702598 | -323409 | -487747 |
Profit Factor | 1.7213 | 2.1855 | 1.1855 | 1.1016 | 1.8602 | 0.4712 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 47.4227 | 46.9388 | 47.9167 | 47.4227 | 46.9388 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.9084 | 2.4705 | 1.2886 | 1.2214 | 2.1028 | 0.5121 |
Largest Winning Trade | 237811 | 237811 | 72154 | 506262 | 506262 | 60410 |
Largest Losing Trade | -51774 | -51774 | -41235 | -239097 | -235125 | -239097 |
Avg Bars in Trades | 224 | 215 | 233 | 224 | 215 | 233 |
Avg Bars in Winners | 308 | 317 | 300 | 308 | 317 | 300 |
Avg Bars in Losers | 148 | 125 | 172 | 148 | 125 | 172 |
Bars Traded | 21768 | 10563 | 11205 | 21768 | 10563 | 11205 |
Profit Streak | 166.9338 | 246.0171 | 166.9338 | 166.9338 | 246.0171 | 166.9338 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431297 | 441465 | -169292 | -249011 | -72680 | -580919 |
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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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