Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803863.2417 | 737178.4421 | 66684.7996 | 125043.0385 | 259629.6659 | -134586.6273 |
Total P&L (%) | 803.8632 | 737.1784 | 66.6848 | 125.043 | 259.6297 | -134.5866 |
Avg Daily Profit (%) | 0.3383 | 0.3103 | 0.0281 | 0.0341 | 0.0539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171319 | -127238 | -172428 | -326977 | -234727 | -351286 |
Profit Factor | 2.1175 | 2.858 | 1.2067 | 1.0967 | 1.37 | 0.7727 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 53.6082 | 48.9796 | 58.3333 | 53.6082 | 48.9796 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.8325 | 2.9771 | 0.862 | 0.949 | 1.4271 | 0.5519 |
Largest Winning Trade | 592347 | 592347 | 57992 | 256864 | 256864 | 61205 |
Largest Losing Trade | -56739 | -47356 | -56739 | -151920 | -151920 | -142584 |
Avg Bars in Trades | 46 | 33 | 60 | 46 | 33 | 60 |
Avg Bars in Winners | 68 | 52 | 81 | 68 | 52 | 81 |
Avg Bars in Losers | 22 | 15 | 31 | 22 | 15 | 31 |
Bars Traded | 4547 | 1632 | 2914 | 4547 | 1632 | 2914 |
Profit Streak | 63.987 | 63.987 | 308.487 | 63.987 | 63.987 | 308.487 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538060 | 529011 | -155201 | -261458 | -120191 | -578220 |
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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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