Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545389.8201 | 351960.7848 | 193429.0353 | 567408.6344 | 851370.3294 | -283961.695 |
Total P&L (%) | 545.3898 | 351.9608 | 193.429 | 567.4086 | 851.3703 | -283.9617 |
Avg Daily Profit (%) | 0.2865 | 0.1849 | 0.1016 | 0.0998 | 0.1184 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224041 | -60990 | -167482 | -6477998 | -1601517 | -4989488 |
Profit Factor | 2.0159 | 2.2451 | 1.7609 | 1.0582 | 1.206 | 0.9495 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 48.913 | 50 | 47.8261 | 48.913 | 50 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.1055 | 2.2451 | 1.921 | 1.1052 | 1.206 | 1.0358 |
Largest Winning Trade | 88242 | 88242 | 44687 | 1695930 | 1030114 | 1695930 |
Largest Losing Trade | -79776 | -60990 | -79776 | -2465581 | -1019323 | -2465581 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 47 | 37 | 57 | 47 | 37 | 57 |
Avg Bars in Losers | 33 | 41 | 26 | 33 | 41 | 26 |
Bars Traded | 3727 | 1812 | 1915 | 3727 | 1812 | 1915 |
Profit Streak | 29.0517 | 0 | 127.5517 | 29.0517 | 0 | 127.5517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466954 | 426198 | -54181 | -215544 | -34917 | -579316 |
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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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