Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486663.3139 | 364120.751 | 122542.563 | 924937.8036 | 475649.8347 | 449287.9689 |
Total P&L (%) | 486.6633 | 364.1208 | 122.5426 | 924.9378 | 475.6498 | 449.288 |
Avg Daily Profit (%) | 0.2748 | 0.2056 | 0.0692 | 0.1315 | 0.0989 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77851 | -45076 | -102059 | -241791 | -220456 | -265401 |
Profit Factor | 1.8927 | 2.5409 | 1.3967 | 1.6169 | 1.627 | 1.6066 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 47.3684 | 46.8085 | 47.9167 | 47.3684 | 46.8085 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.103 | 2.8874 | 1.5182 | 1.7966 | 1.8489 | 1.7463 |
Largest Winning Trade | 145311 | 145311 | 72425 | 200582 | 200582 | 178598 |
Largest Losing Trade | -54755 | -23751 | -54755 | -104722 | -104722 | -70861 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Losers | 20 | 16 | 23 | 20 | 16 | 23 |
Bars Traded | 3443 | 1598 | 1845 | 3443 | 1598 | 1845 |
Profit Streak | 44.9804 | 180.4804 | 44.9804 | 44.9804 | 180.4804 | 44.9804 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434554 | 457547 | -98927 | -13787 | -57686 | -61621 |
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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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