Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503667.4147 | 396895.5159 | 106771.8988 | 256009.9152 | 40396.7894 | 215613.1258 |
Total P&L (%) | 503.6674 | 396.8955 | 106.7719 | 256.0099 | 40.3968 | 215.6131 |
Avg Daily Profit (%) | 0.233 | 0.1836 | 0.0494 | 0.0588 | 0.0157 | 0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227082 | -183970 | -78051 | -7467415 | -5296750 | -2544913 |
Profit Factor | 1.9167 | 2.2527 | 1.459 | 1.0199 | 1.0055 | 1.039 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 50.9804 | 47.0588 | 54.902 | 50.9804 | 47.0588 | 54.902 |
Ratio Avg Win / Avg Loss | 1.843 | 2.5343 | 1.1985 | 0.9807 | 1.1312 | 0.8535 |
Largest Winning Trade | 335711 | 335711 | 45225 | 2810772 | 2810772 | 1677594 |
Largest Losing Trade | -38474 | -37812 | -38474 | -1785748 | -1785748 | -1543234 |
Avg Bars in Trades | 79 | 75 | 84 | 79 | 75 | 84 |
Avg Bars in Winners | 101 | 91 | 110 | 101 | 91 | 110 |
Avg Bars in Losers | 57 | 61 | 52 | 57 | 61 | 52 |
Bars Traded | 8146 | 3849 | 4296 | 8146 | 3849 | 4296 |
Profit Streak | 66.4646 | 66.4646 | 70.7146 | 66.4646 | 66.4646 | 70.7146 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496601 | -168459 | -304348 | -312899 | -568747 | -479628 |
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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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