Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667951.874 | 578247.6089 | 89704.2651 | 542624.123 | 4431.5893 | 538192.5337 |
Total P&L (%) | 667.9519 | 578.2476 | 89.7043 | 542.6241 | 4.4316 | 538.1925 |
Avg Daily Profit (%) | 0.3562 | 0.3084 | 0.0478 | 0.0993 | 0.0023 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86156 | -64012 | -44026 | -1290145 | -1138612 | -533705 |
Profit Factor | 2.9341 | 4.1845 | 1.5477 | 1.1463 | 1.0021 | 1.3421 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 44.5455 | 38.1818 | 50.9091 | 44.5455 | 38.1818 | 50.9091 |
Ratio Avg Win / Avg Loss | 3.6526 | 6.7749 | 1.4924 | 1.427 | 1.6224 | 1.2941 |
Largest Winning Trade | 590685 | 590685 | 36764 | 846808 | 846808 | 441403 |
Largest Losing Trade | -41514 | -34792 | -41514 | -650092 | -650092 | -491299 |
Avg Bars in Trades | 49 | 38 | 59 | 49 | 38 | 59 |
Avg Bars in Winners | 74 | 53 | 90 | 74 | 53 | 90 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 5394 | 2144 | 3250 | 5394 | 2144 | 3250 |
Profit Streak | 2.2756 | 10.9423 | 0 | 2.2756 | 10.9423 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407668 | -167847 | -307356 | -123276 | -756642 | -240118 |
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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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