Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658860.3186 | 503811.1705 | 155049.1482 | 5110661.5234 | 6215417.9844 | -1104756.461 |
Total P&L (%) | 658.8603 | 503.8112 | 155.0491 | 5110.6615 | 6215.418 | -1104.7565 |
Avg Daily Profit (%) | 0.4665 | 0.3567 | 0.1098 | 0.2803 | 0.2939 | 0 |
Buy And Hold Return (%) | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 |
Max Trade Drawdown | -106521 | -42101 | -144006 | -5364867 | -1770949 | -5694102 |
Profit Factor | 1.7936 | 2.6057 | 1.3002 | 1.2455 | 1.8085 | 0.9158 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Losing Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Profitability (%) | 54.7059 | 58.8235 | 50.5882 | 54.7059 | 58.8235 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.4851 | 1.824 | 1.27 | 1.0312 | 1.266 | 0.8945 |
Largest Winning Trade | 51937 | 50397 | 51937 | 1626408 | 1626408 | 1291686 |
Largest Losing Trade | -45177 | -31882 | -45177 | -1510325 | -908135 | -1510325 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 2762 | 1377 | 1385 | 2762 | 1377 | 1385 |
Profit Streak | 473.0088 | 473.0088 | 497.5088 | 473.0088 | 473.0088 | 497.5088 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552423 | 576916 | -47991 | 403701 | 462223 | -579790 |
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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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