Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642787.5125 | 491895.7449 | 150891.7677 | 2583645.9475 | 1351922.3129 | 1231723.6345 |
Total P&L (%) | 642.7875 | 491.8957 | 150.8918 | 2583.6459 | 1351.9223 | 1231.7236 |
Avg Daily Profit (%) | 0.2746 | 0.2101 | 0.0645 | 0.1406 | 0.1144 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92907 | -45240 | -107201 | -640854 | -640854 | -317224 |
Profit Factor | 2.1699 | 3.3169 | 1.4476 | 1.8876 | 1.8382 | 1.949 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 56.5217 | 58.6957 | 54.3478 | 56.5217 | 58.6957 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.6692 | 2.3341 | 1.216 | 1.452 | 1.2935 | 1.6372 |
Largest Winning Trade | 200263 | 200263 | 71119 | 729259 | 729259 | 347167 |
Largest Losing Trade | -49795 | -31643 | -49795 | -640854 | -640854 | -276471 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Losers | 36 | 33 | 38 | 36 | 33 | 38 |
Bars Traded | 4529 | 2309 | 2220 | 4529 | 2309 | 2220 |
Profit Streak | 26.2792 | 160.2792 | 0 | 26.2792 | 160.2792 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519692 | 597711 | -105241 | -782 | -34988 | -40507 |
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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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