Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564341.6326 | 492417.4211 | 71924.2115 | 285211.9101 | 370657.3542 | -85445.4441 |
Total P&L (%) | 564.3416 | 492.4174 | 71.9242 | 285.2119 | 370.6574 | -85.4454 |
Avg Daily Profit (%) | 0.2258 | 0.197 | 0.0288 | 0.054 | 0.062 | -0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116728 | -109146 | -87724 | -506535 | -452624 | -386312 |
Profit Factor | 1.8569 | 2.6206 | 1.2028 | 1.1165 | 1.3235 | 0.9344 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 42.2414 | 37.931 | 46.5517 | 42.2414 | 37.931 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.5391 | 4.2882 | 1.381 | 1.5266 | 2.1658 | 1.0729 |
Largest Winning Trade | 367087 | 367087 | 59777 | 444761 | 444761 | 180369 |
Largest Losing Trade | -45101 | -22514 | -45101 | -228229 | -110388 | -228229 |
Avg Bars in Trades | 83 | 70 | 97 | 83 | 70 | 97 |
Avg Bars in Winners | 133 | 121 | 144 | 133 | 121 | 144 |
Avg Bars in Losers | 47 | 39 | 57 | 47 | 39 | 57 |
Bars Traded | 9742 | 4069 | 5673 | 9742 | 4069 | 5673 |
Profit Streak | 32.8212 | 32.8212 | 33.5712 | 32.8212 | 32.8212 | 33.5712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362472 | -171892 | -335807 | -213879 | -293308 | -759966 |
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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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