Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801757.1933 | 752036.4421 | 49720.7513 | 253511.2847 | 1203464.5506 | -949953.2658 |
Total P&L (%) | 801.7572 | 752.0364 | 49.7208 | 253.5113 | 1203.4646 | -949.9533 |
Avg Daily Profit (%) | 0.4262 | 0.3997 | 0.0264 | 0.0671 | 0.1366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214367 | -169110 | -93110 | -3131255 | -1541719 | -2297312 |
Profit Factor | 2.2321 | 2.7039 | 1.2375 | 1.0396 | 1.3628 | 0.6921 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 50.4348 | 45.614 | 55.1724 | 50.4348 | 45.614 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.1936 | 3.2239 | 1.0055 | 1.0217 | 1.6249 | 0.5624 |
Largest Winning Trade | 435247 | 435247 | 43637 | 1004391 | 1004391 | 282772 |
Largest Losing Trade | -52620 | -52620 | -41191 | -1049335 | -712210 | -1049335 |
Avg Bars in Trades | 44 | 74 | 15 | 44 | 74 | 15 |
Avg Bars in Winners | 36 | 62 | 16 | 36 | 62 | 16 |
Avg Bars in Losers | 53 | 85 | 14 | 53 | 85 | 14 |
Bars Traded | 5162 | 4272 | 890 | 5162 | 4272 | 890 |
Profit Streak | 129.1165 | 132.1165 | 129.1165 | 129.1165 | 132.1165 | 129.1165 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559440 | -165897 | -337763 | -278935 | -189515 | -759317 |
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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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