Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454639.9143 | 167624.6316 | 287015.2827 | 2284901.9862 | 1336407.8485 | 948494.1377 |
Total P&L (%) | 454.6399 | 167.6246 | 287.0153 | 2284.902 | 1336.4078 | 948.4941 |
Avg Daily Profit (%) | 0.4393 | 0.162 | 0.2773 | 0.3069 | 0.2578 | 0.2273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96383 | -40377 | -67846 | -1623884 | -609164 | -1515073 |
Profit Factor | 2.0177 | 1.7594 | 2.27 | 1.4218 | 1.6686 | 1.2775 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 65.7143 | 63.4615 | 67.9245 | 65.7143 | 63.4615 | 67.9245 |
Ratio Avg Win / Avg Loss | 1.0527 | 1.013 | 1.0719 | 0.7418 | 0.9607 | 0.6033 |
Largest Winning Trade | 43502 | 43194 | 43502 | 991159 | 991159 | 722981 |
Largest Losing Trade | -38373 | -26596 | -38373 | -1100406 | -442233 | -1100406 |
Avg Bars in Trades | 36 | 19 | 53 | 36 | 19 | 53 |
Avg Bars in Winners | 38 | 17 | 57 | 38 | 17 | 57 |
Avg Bars in Losers | 33 | 23 | 45 | 33 | 23 | 45 |
Bars Traded | 3845 | 1020 | 2825 | 3845 | 1020 | 2825 |
Profit Streak | 37.1801 | 0 | 57.9301 | 37.1801 | 0 | 57.9301 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549006 | -168511 | -165260 | 395061 | -169118 | -170201 |
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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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