Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593830.5894 | 441268.6892 | 152561.9002 | 2095349.2988 | 2303879.5598 | -208530.261 |
Total P&L (%) | 593.8306 | 441.2687 | 152.5619 | 2095.3493 | 2303.8796 | -208.5303 |
Avg Daily Profit (%) | 0.2372 | 0.1763 | 0.0609 | 0.1235 | 0.1271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102576 | -69394 | -100600 | -4074907 | -1925813 | -2342284 |
Profit Factor | 1.9147 | 2.4954 | 1.4308 | 1.1569 | 1.3273 | 0.967 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 48.1132 | 49.0566 | 47.1698 | 48.1132 | 49.0566 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.0649 | 2.5914 | 1.6025 | 1.2476 | 1.3784 | 1.083 |
Largest Winning Trade | 120185 | 120185 | 63286 | 2268931 | 2268931 | 973900 |
Largest Losing Trade | -55891 | -21972 | -55891 | -1008268 | -630011 | -1008268 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 66 | 36 | 98 | 66 | 36 | 98 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 4664 | 1590 | 3074 | 4664 | 1590 | 3074 |
Profit Streak | 143.126 | 143.126 | 265.126 | 143.126 | 143.126 | 265.126 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465197 | -167286 | -289365 | -74805 | -202146 | -758916 |
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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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