Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382066.9555 | 151433.6003 | 230633.3552 | 1397085.1667 | 436762.9549 | 960322.2118 |
Total P&L (%) | 382.067 | 151.4336 | 230.6334 | 1397.0852 | 436.763 | 960.3222 |
Avg Daily Profit (%) | 0.3734 | 0.148 | 0.2254 | 0.2648 | 0.1644 | 0.231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60848 | -59496 | -34038 | -585269 | -493713 | -330318 |
Profit Factor | 2.159 | 1.6832 | 3.1357 | 1.6101 | 1.2713 | 2.4117 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 60.2041 | 55.102 | 65.3061 | 60.2041 | 55.102 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.4272 | 1.3715 | 1.6658 | 1.0643 | 1.0359 | 1.2812 |
Largest Winning Trade | 87224 | 87224 | 33403 | 768403 | 768403 | 148539 |
Largest Losing Trade | -47933 | -47933 | -22880 | -409376 | -409376 | -235660 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 37 | 44 | 28 | 37 | 44 | 28 |
Bars Traded | 3779 | 2039 | 1740 | 3779 | 2039 | 1740 |
Profit Streak | 15.6137 | 0 | 69.6137 | 15.6137 | 0 | 69.6137 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513498 | 264713 | 624276 | 456956 | 287382 | 550711 |
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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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