Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627689.4297 | 458773.5369 | 168915.8928 | 6310124.3521 | 2831787.3488 | 3478337.0033 |
Total P&L (%) | 627.6894 | 458.7735 | 168.9159 | 6310.1244 | 2831.7873 | 3478.337 |
Avg Daily Profit (%) | 0.3175 | 0.2321 | 0.0855 | 0.2107 | 0.171 | 0.1811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48428 | -43680 | -118177 | -1485271 | -1377548 | -803580 |
Profit Factor | 2.7647 | 4.5544 | 1.7454 | 2.2231 | 2.2118 | 2.2324 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 61.7978 | 66.6667 | 56.8182 | 61.7978 | 66.6667 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.7091 | 2.2772 | 1.3265 | 1.3743 | 1.1059 | 1.6966 |
Largest Winning Trade | 114181 | 114181 | 78245 | 1405944 | 1112208 | 1405944 |
Largest Losing Trade | -25236 | -21614 | -25236 | -748833 | -705664 | -748833 |
Avg Bars in Trades | 85 | 71 | 100 | 85 | 71 | 100 |
Avg Bars in Winners | 107 | 82 | 138 | 107 | 82 | 138 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 7633 | 3207 | 4426 | 7633 | 3207 | 4426 |
Profit Streak | 0 | 0 | 712.6572 | 0 | 0 | 712.6572 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589066 | 633238 | -74384 | 478561 | 472127 | 518919 |
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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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