Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610961.8892 | 502230.311 | 108731.5782 | 1041646.3565 | 555620.3037 | 486026.0529 |
Total P&L (%) | 610.9619 | 502.2303 | 108.7316 | 1041.6464 | 555.6203 | 486.0261 |
Avg Daily Profit (%) | 0.3195 | 0.2627 | 0.0569 | 0.1274 | 0.0984 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133093 | -83352 | -91494 | -1355748 | -816858 | -976837 |
Profit Factor | 2.0761 | 2.8532 | 1.3664 | 1.1806 | 1.1864 | 1.1744 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 48.0392 | 47.0588 | 49.0196 | 48.0392 | 47.0588 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.2456 | 3.2098 | 1.4211 | 1.277 | 1.3347 | 1.2214 |
Largest Winning Trade | 272667 | 272667 | 61703 | 619038 | 619038 | 445394 |
Largest Losing Trade | -38473 | -27901 | -38473 | -438205 | -438205 | -398478 |
Avg Bars in Trades | 36 | 24 | 47 | 36 | 24 | 47 |
Avg Bars in Winners | 48 | 31 | 65 | 48 | 31 | 65 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 3687 | 1274 | 2413 | 3687 | 1274 | 2413 |
Profit Streak | 30.8267 | 30.8267 | 33.3267 | 30.8267 | 30.8267 | 33.3267 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486584 | -166361 | -296387 | -43816 | -257074 | -277992 |
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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) |
---|