Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373740.2258 | 288923.2007 | 84817.0251 | 721851.6355 | 268404.2812 | 453447.3543 |
Total P&L (%) | 373.7402 | 288.9232 | 84.817 | 721.8516 | 268.4043 | 453.4474 |
Avg Daily Profit (%) | 0.3043 | 0.2352 | 0.0691 | 0.1716 | 0.1062 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127047 | -124920 | -49239 | -2455288 | -2074746 | -943347 |
Profit Factor | 1.743 | 2.0015 | 1.3954 | 1.1289 | 1.0787 | 1.207 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 62.8866 | 63.2653 | 62.5 | 62.8866 | 63.2653 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0287 | 1.1622 | 0.8372 | 0.6662 | 0.6263 | 0.7242 |
Largest Winning Trade | 110964 | 110964 | 22539 | 556352 | 457653 | 556352 |
Largest Losing Trade | -36937 | -36937 | -28563 | -607318 | -607318 | -444936 |
Avg Bars in Trades | 48 | 56 | 40 | 48 | 56 | 40 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 70 | 90 | 51 | 70 | 90 | 51 |
Bars Traded | 4707 | 2778 | 1929 | 4707 | 2778 | 1929 |
Profit Streak | 79.3501 | 100.3501 | 79.3501 | 79.3501 | 100.3501 | 79.3501 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507487 | 496309 | -99060 | -69244 | -183622 | -6417 |
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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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