Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714357.8488 | 553238.5663 | 161119.2825 | 3093348.4618 | 3295603.5137 | -202255.0518 |
Total P&L (%) | 714.3578 | 553.2386 | 161.1193 | 3093.3485 | 3295.6035 | -202.2551 |
Avg Daily Profit (%) | 0.2849 | 0.2207 | 0.0643 | 0.1383 | 0.1407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103867 | -66272 | -95390 | -6016548 | -4937479 | -2922573 |
Profit Factor | 2.1103 | 2.5591 | 1.5584 | 1.1803 | 1.3331 | 0.9722 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 48.3871 | 51.0638 | 45.6522 | 48.3871 | 51.0638 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.251 | 2.4525 | 1.8553 | 1.2589 | 1.2775 | 1.1573 |
Largest Winning Trade | 127467 | 127467 | 53627 | 2862743 | 2862743 | 1843504 |
Largest Losing Trade | -71010 | -40299 | -71010 | -2239931 | -2239931 | -2011556 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 69 | 60 | 79 | 69 | 60 | 79 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 4767 | 2217 | 2550 | 4767 | 2217 | 2550 |
Profit Streak | 49.764 | 227.264 | 0 | 49.764 | 227.264 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466633 | 528078 | -105958 | -30114 | -2917 | -580728 |
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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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