Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792726.9745 | 612024.9889 | 180701.9856 | 1514900.2454 | 45575.7791 | 1469324.4663 |
Total P&L (%) | 792.727 | 612.025 | 180.702 | 1514.9002 | 45.5758 | 1469.3245 |
Avg Daily Profit (%) | 0.4167 | 0.3217 | 0.095 | 0.1463 | 0.0197 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104787 | -117193 | -129166 | -1171303 | -1398381 | -421900 |
Profit Factor | 2.3169 | 2.848 | 1.6674 | 1.32 | 1.0145 | 1.9208 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 54.386 | 52.6316 | 56.1404 | 54.386 | 52.6316 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.9432 | 2.5632 | 1.3026 | 1.1071 | 0.9131 | 1.5006 |
Largest Winning Trade | 433733 | 433733 | 56156 | 899043 | 899043 | 513607 |
Largest Losing Trade | -38125 | -38125 | -29831 | -917373 | -917373 | -214109 |
Avg Bars in Trades | 47 | 42 | 51 | 47 | 42 | 51 |
Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Losers | 34 | 25 | 43 | 34 | 25 | 43 |
Bars Traded | 5360 | 2441 | 2919 | 5360 | 2441 | 2919 |
Profit Streak | 0 | 0 | 584.0217 | 0 | 0 | 584.0217 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546237 | -165199 | -242781 | 137127 | -554145 | -174306 |
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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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