Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644890.7844 | 499393.4317 | 145497.3527 | 4557277.4625 | 2611010.7157 | 1946266.7469 |
Total P&L (%) | 644.8908 | 499.3934 | 145.4974 | 4557.2775 | 2611.0107 | 1946.2667 |
Avg Daily Profit (%) | 0.3261 | 0.2525 | 0.0736 | 0.1944 | 0.167 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99064 | -36972 | -98213 | -1387220 | -954324 | -899314 |
Profit Factor | 2.7085 | 3.8757 | 1.7139 | 1.8812 | 1.9599 | 1.7939 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 55.6818 | 59.0909 | 52.2727 | 55.6818 | 59.0909 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.1558 | 2.6831 | 1.5649 | 1.4973 | 1.3569 | 1.6379 |
Largest Winning Trade | 166040 | 166040 | 87925 | 1299802 | 1299802 | 1009208 |
Largest Losing Trade | -29129 | -20706 | -29129 | -931209 | -931209 | -758806 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 55 | 48 | 64 | 55 | 48 | 64 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3617 | 1629 | 1988 | 3617 | 1629 | 1988 |
Profit Streak | 526.1007 | 526.1007 | 582.1007 | 526.1007 | 526.1007 | 582.1007 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583714 | 607010 | -90145 | 445717 | 438781 | 444531 |
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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) |
---|