Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610884.9414 | 588251.8891 | 22633.0524 | 94764.9255 | 36381.071 | 58383.8545 |
Total P&L (%) | 610.8849 | 588.2519 | 22.6331 | 94.7649 | 36.3811 | 58.3839 |
Avg Daily Profit (%) | 0.3204 | 0.3086 | 0.0119 | 0.035 | 0.0163 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218234 | -210750 | -20984 | -2693297 | -2492388 | -259199 |
Profit Factor | 2.1299 | 2.2735 | 1.2876 | 1.0218 | 1.0094 | 1.1157 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 49 | 31 | 18 | 49 | 31 | 18 |
Profitability (%) | 50.5051 | 36.7347 | 64 | 50.5051 | 36.7347 | 64 |
Ratio Avg Win / Avg Loss | 2.0873 | 3.9154 | 0.7242 | 1.0013 | 1.7385 | 0.6276 |
Largest Winning Trade | 349788 | 349788 | 8661 | 1462182 | 1462182 | 86336 |
Largest Losing Trade | -56576 | -56576 | -12640 | -972380 | -972380 | -115157 |
Avg Bars in Trades | 109 | 215 | 5 | 109 | 215 | 5 |
Avg Bars in Winners | 106 | 287 | 4 | 106 | 287 | 4 |
Avg Bars in Losers | 112 | 173 | 7 | 112 | 173 | 7 |
Bars Traded | 10853 | 10573 | 280 | 10853 | 10573 | 280 |
Profit Streak | 90.2766 | 92.9433 | 90.2766 | 90.2766 | 92.9433 | 90.2766 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518649 | 330852 | -361173 | -341486 | -386777 | -433777 |
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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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