Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177307.0574 | 1030442.6787 | 146864.3788 | 1188100.5179 | -153883.9248 | 1341984.4427 |
Total P&L (%) | 1177.3071 | 1030.4427 | 146.8644 | 1188.1005 | -153.8839 | 1341.9844 |
Avg Daily Profit (%) | 0.4887 | 0.4277 | 0.061 | 0.1061 | 0 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118102 | -117167 | -41889 | -2049334 | -1943246 | -777253 |
Profit Factor | 3.0151 | 3.5305 | 1.8296 | 1.1889 | 0.9667 | 1.8023 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 50.5495 | 37.7778 | 63.0435 | 50.5495 | 37.7778 | 63.0435 |
Ratio Avg Win / Avg Loss | 2.9496 | 5.815 | 1.0725 | 1.1631 | 1.5922 | 1.0565 |
Largest Winning Trade | 797711 | 797711 | 28439 | 1633108 | 1633108 | 514983 |
Largest Losing Trade | -30563 | -30563 | -28329 | -634078 | -634078 | -577355 |
Avg Bars in Trades | 98 | 167 | 30 | 98 | 167 | 30 |
Avg Bars in Winners | 116 | 259 | 32 | 116 | 259 | 32 |
Avg Bars in Losers | 79 | 111 | 26 | 79 | 111 | 26 |
Bars Traded | 8919 | 7538 | 1381 | 8919 | 7538 | 1381 |
Profit Streak | 106.126 | 0 | 378.376 | 106.126 | 0 | 378.376 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617022 | 432510 | -106042 | -62707 | -582687 | -39188 |
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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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