Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456247.6413 | 379663.4348 | 76584.2065 | 41943.9977 | 537742.3869 | -495798.3892 |
Total P&L (%) | 456.2476 | 379.6634 | 76.5842 | 41.944 | 537.7424 | -495.7984 |
Avg Daily Profit (%) | 0.2398 | 0.1996 | 0.0403 | 0.0184 | 0.0974 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177663 | -122702 | -177593 | -793621 | -238232 | -771730 |
Profit Factor | 1.6515 | 1.9587 | 1.2517 | 1.0267 | 1.8587 | 0.4743 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 55.0562 | 47.7273 | 62.2222 | 55.0562 | 47.7273 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.3481 | 2.1452 | 0.7599 | 0.8381 | 2.0358 | 0.288 |
Largest Winning Trade | 153660 | 153660 | 43278 | 424801 | 424801 | 107446 |
Largest Losing Trade | -69458 | -53469 | -69458 | -329158 | -238232 | -329158 |
Avg Bars in Trades | 59 | 82 | 36 | 59 | 82 | 36 |
Avg Bars in Winners | 59 | 83 | 41 | 59 | 83 | 41 |
Avg Bars in Losers | 59 | 81 | 29 | 59 | 81 | 29 |
Bars Traded | 5291 | 3640 | 1651 | 5291 | 3640 | 1651 |
Profit Streak | 597.6045 | 648.2712 | 597.6045 | 597.6045 | 648.2712 | 597.6045 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425861 | 412926 | -138773 | -361247 | -58807 | -578544 |
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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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