Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927487.9874 | 778039.1264 | 149448.861 | 1857873.8968 | 185448.2935 | 1672425.6033 |
Total P&L (%) | 927.488 | 778.0391 | 149.4489 | 1857.8739 | 185.4483 | 1672.4256 |
Avg Daily Profit (%) | 0.4772 | 0.4003 | 0.0769 | 0.1532 | 0.054 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109676 | -79078 | -69951 | -2016023 | -904396 | -1421097 |
Profit Factor | 2.4557 | 3.3256 | 1.4939 | 1.3274 | 1.0625 | 1.6182 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 45.1613 | 30.4348 | 59.5745 | 45.1613 | 30.4348 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.9819 | 7.6013 | 1.0137 | 1.6119 | 2.4285 | 1.0981 |
Largest Winning Trade | 452459 | 452459 | 47124 | 870154 | 870154 | 764707 |
Largest Losing Trade | -49254 | -34370 | -49254 | -1421097 | -495709 | -1421097 |
Avg Bars in Trades | 122 | 100 | 143 | 122 | 100 | 143 |
Avg Bars in Winners | 201 | 199 | 202 | 201 | 199 | 202 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 11381 | 4628 | 6753 | 11381 | 4628 | 6753 |
Profit Streak | 22.5485 | 0 | 37.5485 | 22.5485 | 0 | 37.5485 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504019 | 308624 | -87150 | 284900 | -279077 | 316529 |
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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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