Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436507.8089 | 398293.7156 | 38214.0933 | 617294.0613 | 996766.6703 | -379472.609 |
Total P&L (%) | 436.5078 | 398.2937 | 38.2141 | 617.2941 | 996.7667 | -379.4726 |
Avg Daily Profit (%) | 0.2034 | 0.1856 | 0.0178 | 0.0919 | 0.1117 | 0 |
Buy And Hold Return (%) | 15.6053 | 15.6053 | 15.6053 | 15.6053 | 15.6053 | 15.6053 |
Max Trade Drawdown | -137666 | -126963 | -73836 | -1744070 | -1572661 | -1208393 |
Profit Factor | 1.8459 | 2.6552 | 1.1387 | 1.1136 | 1.3663 | 0.8601 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 51.5464 | 48.9796 | 54.1667 | 51.5464 | 48.9796 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7351 | 2.7659 | 0.9636 | 1.0468 | 1.4232 | 0.7277 |
Largest Winning Trade | 109033 | 109033 | 70207 | 628955 | 628955 | 398604 |
Largest Losing Trade | -48755 | -38928 | -48755 | -756218 | -611142 | -756218 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 4046 | 2186 | 1861 | 4046 | 2186 | 1861 |
Profit Streak | 17.6582 | 89.6582 | 0 | 17.6582 | 89.6582 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438427 | 461545 | -241905 | -164439 | -42758 | -580149 |
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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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