Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465080.2316 | 381030.9215 | 84049.3101 | 1362998.8147 | 1287141.9779 | 75856.8368 |
Total P&L (%) | 465.0802 | 381.0309 | 84.0493 | 1362.9988 | 1287.142 | 75.8568 |
Avg Daily Profit (%) | 0.3294 | 0.2699 | 0.0595 | 0.1902 | 0.1864 | 0.04 |
Buy And Hold Return (%) | 51.672 | 51.672 | 51.672 | 51.672 | 51.672 | 51.672 |
Max Trade Drawdown | -104022 | -116864 | -47396 | -631875 | -685438 | -558815 |
Profit Factor | 2.3342 | 2.543 | 1.8268 | 1.5841 | 1.8445 | 1.0937 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 20 | 7 | 13 | 20 | 7 | 13 |
Profitability (%) | 79.3814 | 85.4167 | 73.4694 | 79.3814 | 85.4167 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.6063 | 0.4342 | 0.6597 | 0.4114 | 0.3149 | 0.395 |
Largest Winning Trade | 48967 | 48967 | 13141 | 292401 | 292401 | 116689 |
Largest Losing Trade | -71221 | -71221 | -40857 | -478432 | -350231 | -478432 |
Avg Bars in Trades | 51 | 99 | 4 | 51 | 99 | 4 |
Avg Bars in Winners | 22 | 40 | 2 | 22 | 40 | 2 |
Avg Bars in Losers | 162 | 445 | 10 | 162 | 445 | 10 |
Bars Traded | 4998 | 4771 | 227 | 4998 | 4771 | 227 |
Profit Streak | 576.8031 | 604.8031 | 576.8031 | 576.8031 | 604.8031 | 576.8031 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565123 | 582316 | -118129 | 482787 | 523114 | -274762 |
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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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