Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592813.865 | 435798.0921 | 157015.7729 | 622519.3707 | 1717277.9588 | -1094758.5881 |
Total P&L (%) | 592.8139 | 435.7981 | 157.0158 | 622.5194 | 1717.278 | -1094.7586 |
Avg Daily Profit (%) | 0.3321 | 0.2441 | 0.088 | 0.1109 | 0.1626 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129033 | -105990 | -91240 | -3445812 | -2829199 | -2609796 |
Profit Factor | 1.8809 | 2.5131 | 1.4079 | 1.0529 | 1.3612 | 0.844 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 61.9565 | 58.6957 | 65.2174 | 61.9565 | 58.6957 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.155 | 1.7685 | 0.7509 | 0.6465 | 0.9579 | 0.4502 |
Largest Winning Trade | 139008 | 139008 | 49737 | 1088647 | 1088647 | 919590 |
Largest Losing Trade | -62158 | -62158 | -60627 | -1560723 | -1559448 | -1560723 |
Avg Bars in Trades | 36 | 31 | 42 | 36 | 31 | 42 |
Avg Bars in Winners | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Losers | 43 | 36 | 53 | 43 | 36 | 53 |
Bars Traded | 3397 | 1434 | 1964 | 3397 | 1434 | 1964 |
Profit Streak | 70.6114 | 112.1114 | 70.6114 | 70.6114 | 112.1114 | 70.6114 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534615 | 538112 | -73430 | -205396 | 312046 | -577763 |
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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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