Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773621.5392 | 711575.1521 | 62046.3871 | -132518.6858 | 616536.9572 | -749055.643 |
Total P&L (%) | 773.6215 | 711.5752 | 62.0464 | -132.5187 | 616.537 | -749.0556 |
Avg Daily Profit (%) | 0.5254 | 0.4832 | 0.0421 | 0 | 0.1338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216168 | -145544 | -145327 | -954675 | -551517 | -1249929 |
Profit Factor | 1.8569 | 2.4774 | 1.1473 | 0.9636 | 1.4199 | 0.6555 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 17 | 27 | 48 | 20 | 28 |
Losing Trades | 48 | 29 | 19 | 44 | 26 | 18 |
Profitability (%) | 47.8261 | 36.9565 | 58.6957 | 52.1739 | 43.4783 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.0257 | 4.2262 | 0.8074 | 0.8833 | 1.8459 | 0.4214 |
Largest Winning Trade | 705019 | 705019 | 37131 | 468712 | 468712 | 176023 |
Largest Losing Trade | -115913 | -43240 | -115913 | -874166 | -353005 | -874166 |
Avg Bars in Trades | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Winners | 96 | 96 | 96 | 96 | 96 | 96 |
Avg Bars in Losers | 95 | 94 | 96 | 95 | 94 | 96 |
Bars Traded | 8791 | 4373 | 4418 | 8791 | 4373 | 4418 |
Profit Streak | 0 | 55.0308 | 0 | 23.0308 | 0 | 103.0308 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494739 | 386760 | -196117 | -579704 | -14491 | -577939 |
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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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