Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580048.1795 | 450421.3439 | 129626.8356 | 673341.132 | 243658.9539 | 429682.178 |
Total P&L (%) | 580.0482 | 450.4213 | 129.6268 | 673.3411 | 243.659 | 429.6822 |
Avg Daily Profit (%) | 0.308 | 0.2392 | 0.0688 | 0.1087 | 0.0656 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119290 | -117676 | -55208 | -731865 | -686815 | -281727 |
Profit Factor | 2.0029 | 2.213 | 1.626 | 1.2273 | 1.1186 | 1.4732 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 56.1224 | 48.9796 | 63.2653 | 56.1224 | 48.9796 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.5659 | 2.3052 | 0.9441 | 0.9596 | 1.1652 | 0.8554 |
Largest Winning Trade | 320733 | 320733 | 33276 | 642716 | 642716 | 193749 |
Largest Losing Trade | -48775 | -48775 | -26138 | -557118 | -557118 | -138799 |
Avg Bars in Trades | 36 | 64 | 8 | 36 | 64 | 8 |
Avg Bars in Winners | 24 | 45 | 8 | 24 | 45 | 8 |
Avg Bars in Losers | 51 | 81 | 9 | 51 | 81 | 9 |
Bars Traded | 3562 | 3145 | 417 | 3562 | 3145 | 417 |
Profit Streak | 148.4735 | 148.4735 | 315.4735 | 148.4735 | 148.4735 | 315.4735 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548444 | 461861 | -97257 | -47026 | -194731 | -71771 |
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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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