Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548660.8927 | 473733.3959 | 74927.4968 | 332974.0906 | 1914462.5465 | -1581488.4559 |
Total P&L (%) | 548.6609 | 473.7334 | 74.9275 | 332.9741 | 1914.4625 | -1581.4885 |
Avg Daily Profit (%) | 0.3082 | 0.2661 | 0.0421 | 0.0824 | 0.1688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144343 | -75906 | -93611 | -2768606 | -636301 | -2368358 |
Profit Factor | 1.8656 | 2.9687 | 1.1905 | 1.0594 | 2.1921 | 0.6044 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 49.4624 | 41.3043 | 57.4468 | 49.4624 | 41.3043 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.9061 | 4.2187 | 0.8819 | 1.0825 | 3.115 | 0.4477 |
Largest Winning Trade | 254700 | 254700 | 78269 | 1048375 | 1048375 | 375223 |
Largest Losing Trade | -60268 | -33850 | -60268 | -1829339 | -229302 | -1829339 |
Avg Bars in Trades | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Winners | 90 | 96 | 85 | 90 | 96 | 85 |
Avg Bars in Losers | 58 | 58 | 57 | 58 | 58 | 57 |
Bars Traded | 6883 | 3414 | 3469 | 6883 | 3414 | 3469 |
Profit Streak | 49.1053 | 49.1053 | 74.6053 | 49.1053 | 49.1053 | 74.6053 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502541 | 399998 | -147276 | -236688 | 331104 | -578766 |
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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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