Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738244.4786 | 643625.7436 | 94618.7349 | 212077.4335 | 27682.7013 | 184394.7322 |
Total P&L (%) | 738.2445 | 643.6257 | 94.6187 | 212.0774 | 27.6827 | 184.3947 |
Avg Daily Profit (%) | 0.4612 | 0.4021 | 0.0591 | 0.0711 | 0.0153 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113924 | -99145 | -88302 | -514300 | -484373 | -277938 |
Profit Factor | 1.989 | 2.5202 | 1.2929 | 1.1127 | 1.0251 | 1.2367 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 43.8776 | 36.7347 | 51.0204 | 43.8776 | 36.7347 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.5441 | 4.3403 | 1.2412 | 1.4233 | 1.7655 | 1.1872 |
Largest Winning Trade | 410748 | 410748 | 36351 | 235189 | 235189 | 164798 |
Largest Losing Trade | -57637 | -45078 | -57637 | -210320 | -148668 | -210320 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 68 | 76 | 63 | 68 | 76 | 63 |
Avg Bars in Losers | 31 | 31 | 29 | 31 | 31 | 29 |
Bars Traded | 4658 | 2360 | 2298 | 4658 | 2360 | 2298 |
Profit Streak | 42.2823 | 42.2823 | 49.6156 | 42.2823 | 42.2823 | 49.6156 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464999 | 362082 | -113157 | -195623 | -372064 | -105224 |
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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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