Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587999.7157 | 375568.1398 | 212431.5759 | 3555954.539 | 2165034.7266 | 1390919.8124 |
Total P&L (%) | 587.9997 | 375.5681 | 212.4316 | 3555.9545 | 2165.0347 | 1390.9198 |
Avg Daily Profit (%) | 0.4326 | 0.2763 | 0.1563 | 0.2651 | 0.2298 | 0.199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99463 | -68187 | -74425 | -1553723 | -1371787 | -1189685 |
Profit Factor | 2.1102 | 2.3927 | 1.8172 | 1.6798 | 1.8055 | 1.5469 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 45.3608 | 36.7347 | 54.1667 | 45.3608 | 36.7347 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.5418 | 4.1207 | 1.5376 | 2.0234 | 3.1095 | 1.3089 |
Largest Winning Trade | 116694 | 116694 | 43672 | 992238 | 992238 | 737493 |
Largest Losing Trade | -38846 | -18270 | -38846 | -1189685 | -421299 | -1189685 |
Avg Bars in Trades | 53 | 52 | 53 | 53 | 52 | 53 |
Avg Bars in Winners | 74 | 82 | 68 | 74 | 82 | 68 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 5172 | 2588 | 2584 | 5172 | 2588 | 2584 |
Profit Streak | 19.9169 | 41.9169 | 0 | 19.9169 | 41.9169 | 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 | 469755 | 299497 | 407652 | 388323 | 259401 | 369014 |
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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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