Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667180.9346 | 613675.1415 | 53505.7931 | 114529.9853 | 179043.7473 | -64513.7621 |
Total P&L (%) | 667.1809 | 613.6751 | 53.5058 | 114.53 | 179.0437 | -64.5138 |
Avg Daily Profit (%) | 0.358 | 0.3293 | 0.0287 | 0.041 | 0.0551 | -0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156800 | -86914 | -120599 | -530325 | -267201 | -435166 |
Profit Factor | 2.4981 | 4.1212 | 1.2151 | 1.0955 | 1.3414 | 0.9044 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 48.2353 | 40.4762 | 55.814 | 48.2353 | 40.4762 | 55.814 |
Ratio Avg Win / Avg Loss | 2.6809 | 6.0605 | 0.962 | 1.1757 | 1.9727 | 0.716 |
Largest Winning Trade | 647175 | 647175 | 39700 | 429873 | 429873 | 149851 |
Largest Losing Trade | -56329 | -30720 | -56329 | -305513 | -157842 | -305513 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 3513 | 1587 | 1926 | 3513 | 1587 | 1926 |
Profit Streak | 61.8159 | 61.8159 | 70.8159 | 61.8159 | 61.8159 | 70.8159 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542913 | 474938 | -155951 | -252706 | -121014 | -579005 |
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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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