Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797098.2598 | 647243.4168 | 149854.843 | 1217432.4676 | -43003.2556 | 1260435.7233 |
Total P&L (%) | 797.0983 | 647.2434 | 149.8548 | 1217.4325 | -43.0033 | 1260.4357 |
Avg Daily Profit (%) | 0.5 | 0.406 | 0.094 | 0.1619 | -0.0353 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92822 | -87499 | -92692 | -2668482 | -2316743 | -723453 |
Profit Factor | 1.9752 | 2.4827 | 1.3935 | 1.1499 | 0.9911 | 1.382 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 40.3614 | 33.7349 | 46.988 | 40.3614 | 33.7349 | 46.988 |
Ratio Avg Win / Avg Loss | 2.9185 | 4.8766 | 1.5721 | 1.6991 | 1.9468 | 1.5591 |
Largest Winning Trade | 363197 | 363197 | 40679 | 1161387 | 1161387 | 989401 |
Largest Losing Trade | -45915 | -45915 | -42870 | -1086894 | -1086894 | -457323 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Losers | 33 | 37 | 27 | 33 | 37 | 27 |
Bars Traded | 9309 | 4789 | 4520 | 9309 | 4789 | 4520 |
Profit Streak | 33.4767 | 33.4767 | 34.8101 | 33.4767 | 33.4767 | 34.8101 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448923 | 302907 | -66665 | -48673 | -584116 | 304694 |
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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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