Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510434.229 | 332310.532 | 178123.6969 | 1710037.6646 | 851163.9833 | 858873.6813 |
Total P&L (%) | 510.4342 | 332.3105 | 178.1237 | 1710.0377 | 851.164 | 858.8737 |
Avg Daily Profit (%) | 0.2451 | 0.1595 | 0.0855 | 0.1391 | 0.1082 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170373 | -99083 | -71289 | -9730459 | -6388973 | -3341485 |
Profit Factor | 2.0397 | 2.2149 | 1.8192 | 1.1058 | 1.0781 | 1.1632 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 54.0816 | 46.9388 | 61.2245 | 54.0816 | 46.9388 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.7318 | 2.5038 | 1.1522 | 0.9389 | 1.2187 | 0.7367 |
Largest Winning Trade | 87498 | 87498 | 48221 | 5257400 | 5257400 | 874856 |
Largest Losing Trade | -37812 | -37812 | -37064 | -3548084 | -3548084 | -1882596 |
Avg Bars in Trades | 253 | 268 | 239 | 253 | 268 | 239 |
Avg Bars in Winners | 300 | 303 | 297 | 300 | 303 | 297 |
Avg Bars in Losers | 198 | 236 | 147 | 198 | 236 | 147 |
Bars Traded | 24855 | 13134 | 11721 | 24855 | 13134 | 11721 |
Profit Streak | 26.9005 | 28.1505 | 26.9005 | 26.9005 | 28.1505 | 26.9005 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507770 | 393712 | -74346 | -110863 | -183268 | -88216 |
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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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