Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859126.3748 | 818622.4605 | 40503.9144 | 136372.7498 | 19009.3586 | 117363.3913 |
Total P&L (%) | 859.1264 | 818.6225 | 40.5039 | 136.3728 | 19.0094 | 117.3634 |
Avg Daily Profit (%) | 0.4124 | 0.3929 | 0.0194 | 0.0413 | 0.0084 | 0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116979 | -128355 | -33323 | -422479 | -443589 | -30193 |
Profit Factor | 2.448 | 2.6316 | 1.4423 | 1.1213 | 1.019 | 1.9353 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 47.4227 | 43.75 | 51.0204 | 47.4227 | 43.75 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.7141 | 3.3835 | 1.3846 | 1.2432 | 1.3102 | 1.8579 |
Largest Winning Trade | 715336 | 715336 | 13702 | 379130 | 379130 | 59212 |
Largest Losing Trade | -56514 | -56514 | -17369 | -246395 | -246395 | -14254 |
Avg Bars in Trades | 250 | 487 | 19 | 250 | 487 | 19 |
Avg Bars in Winners | 306 | 651 | 17 | 306 | 651 | 17 |
Avg Bars in Losers | 200 | 359 | 21 | 200 | 359 | 21 |
Bars Traded | 24346 | 23384 | 961 | 24346 | 23384 | 961 |
Profit Streak | 61.4422 | 61.5256 | 61.4422 | 61.4422 | 61.5256 | 61.4422 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530975 | 465255 | -167041 | -224595 | -390588 | -138366 |
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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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