Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647778.1147 | 601736.1996 | 46041.9151 | 197565.1012 | -293052.0913 | 490617.1925 |
Total P&L (%) | 647.7781 | 601.7362 | 46.0419 | 197.5651 | -293.0521 | 490.6172 |
Avg Daily Profit (%) | 0.3389 | 0.3148 | 0.0241 | 0.0571 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161367 | -133410 | -76710 | -1416595 | -1526962 | -473111 |
Profit Factor | 2.3776 | 3.4223 | 1.2076 | 1.0516 | 0.873 | 1.3224 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 40.4762 | 38.0952 | 42.8571 | 40.4762 | 38.0952 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.4964 | 5.5613 | 1.6101 | 1.5465 | 1.4186 | 1.7632 |
Largest Winning Trade | 609846 | 609846 | 55037 | 1082190 | 1082190 | 592317 |
Largest Losing Trade | -26681 | -26681 | -25969 | -416542 | -416542 | -140853 |
Avg Bars in Trades | 65 | 50 | 79 | 65 | 50 | 79 |
Avg Bars in Winners | 105 | 83 | 125 | 105 | 83 | 125 |
Avg Bars in Losers | 37 | 30 | 45 | 37 | 30 | 45 |
Bars Traded | 5475 | 2129 | 3346 | 5475 | 2129 | 3346 |
Profit Streak | 46.6209 | 46.6209 | 47.6209 | 46.6209 | 46.6209 | 47.6209 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423506 | 430768 | -163493 | -281384 | -582709 | -69292 |
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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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