Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582764.7156 | 491218.6967 | 91546.0189 | 2244097.0211 | 1391951.9872 | 852145.0339 |
Total P&L (%) | 582.7647 | 491.2187 | 91.546 | 2244.097 | 1391.952 | 852.145 |
Avg Daily Profit (%) | 0.2947 | 0.2484 | 0.0463 | 0.1596 | 0.1368 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103188 | -63064 | -100865 | -2925508 | -1890273 | -1355546 |
Profit Factor | 2.2664 | 3.2629 | 1.3766 | 1.3521 | 1.4266 | 1.2739 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 52.6316 | 60.4167 | 44.6809 | 52.6316 | 60.4167 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.0398 | 2.1378 | 1.7043 | 1.2169 | 0.9347 | 1.5772 |
Largest Winning Trade | 154501 | 154501 | 89053 | 1195380 | 730979 | 1195380 |
Largest Losing Trade | -31793 | -23787 | -31793 | -839557 | -680274 | -839557 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 56 | 46 | 69 | 56 | 46 | 69 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 3629 | 1644 | 1984 | 3629 | 1644 | 1984 |
Profit Streak | 533.474 | 533.474 | 588.474 | 533.474 | 533.474 | 588.474 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529752 | 586626 | -130446 | 347356 | -8822 | -40351 |
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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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