Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735717.3461 | 659487.6464 | 76229.6998 | 588731.6971 | 608360.2915 | -19628.5944 |
Total P&L (%) | 735.7173 | 659.4876 | 76.2297 | 588.7317 | 608.3603 | -19.6286 |
Avg Daily Profit (%) | 0.3909 | 0.3504 | 0.0405 | 0.1026 | 0.1041 | -0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275553 | -101490 | -200882 | -1107785 | -582601 | -761717 |
Profit Factor | 2.1301 | 3.2673 | 1.2117 | 1.2313 | 1.5028 | 0.9853 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 49.4382 | 42.2222 | 56.8182 | 49.4382 | 42.2222 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.1785 | 4.471 | 0.9209 | 1.2592 | 2.0564 | 0.7488 |
Largest Winning Trade | 395532 | 395532 | 61348 | 423048 | 423048 | 244607 |
Largest Losing Trade | -66983 | -22284 | -66983 | -331681 | -207578 | -331681 |
Avg Bars in Trades | 116 | 71 | 162 | 116 | 71 | 162 |
Avg Bars in Winners | 164 | 105 | 210 | 164 | 105 | 210 |
Avg Bars in Losers | 69 | 47 | 98 | 69 | 47 | 98 |
Bars Traded | 10365 | 3221 | 7143 | 10365 | 3221 | 7143 |
Profit Streak | 174.8297 | 185.8297 | 174.8297 | 174.8297 | 185.8297 | 174.8297 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545423 | 502848 | -139016 | -54526 | -52795 | -578866 |
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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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