Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658572.2739 | 616348.2397 | 42224.0342 | 81032.6393 | 7190.8401 | 73841.7992 |
Total P&L (%) | 658.5723 | 616.3482 | 42.224 | 81.0326 | 7.1908 | 73.8418 |
Avg Daily Profit (%) | 0.4102 | 0.3839 | 0.0263 | 0.037 | 0.0043 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151375 | -165644 | -20709 | -376024 | -376164 | -52233 |
Profit Factor | 2.3798 | 2.6233 | 1.4326 | 1.0827 | 1.0089 | 1.4279 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 44.4444 | 32.6531 | 56 | 44.4444 | 32.6531 | 56 |
Ratio Avg Win / Avg Loss | 2.9748 | 5.4105 | 1.1256 | 1.3534 | 2.0809 | 1.1219 |
Largest Winning Trade | 481262 | 481262 | 20605 | 343224 | 343224 | 48285 |
Largest Losing Trade | -49400 | -49400 | -12147 | -111330 | -111330 | -31462 |
Avg Bars in Trades | 61 | 120 | 3 | 61 | 120 | 3 |
Avg Bars in Winners | 92 | 245 | 4 | 92 | 245 | 4 |
Avg Bars in Losers | 37 | 59 | 3 | 37 | 59 | 3 |
Bars Traded | 6106 | 5911 | 195 | 6106 | 5911 | 195 |
Profit Streak | 101.1882 | 101.1882 | 112.9382 | 101.1882 | 101.1882 | 112.9382 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497761 | 306836 | -336516 | -273579 | -568520 | -323655 |
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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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