Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124450.2061 | 1022540.3608 | 101909.8453 | 198873.9478 | -14148.8063 | 213022.7541 |
Total P&L (%) | 1124.4502 | 1022.5404 | 101.9098 | 198.8739 | -14.1488 | 213.0228 |
Avg Daily Profit (%) | 0.4716 | 0.4288 | 0.0427 | 0.0459 | -0.0064 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159934 | -149837 | -50141 | -2102356 | -2023740 | -463739 |
Profit Factor | 2.7603 | 3.421 | 1.4709 | 1.0536 | 0.995 | 1.2419 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 57.1429 | 46.6667 | 67.3913 | 57.1429 | 46.6667 | 67.3913 |
Ratio Avg Win / Avg Loss | 2.0702 | 3.9098 | 0.7117 | 0.7902 | 1.1371 | 0.6009 |
Largest Winning Trade | 825194 | 825194 | 28971 | 1573048 | 1573048 | 190458 |
Largest Losing Trade | -64363 | -64363 | -44212 | -1121670 | -1121670 | -347005 |
Avg Bars in Trades | 47 | 79 | 15 | 47 | 79 | 15 |
Avg Bars in Winners | 44 | 87 | 15 | 44 | 87 | 15 |
Avg Bars in Losers | 51 | 72 | 17 | 51 | 72 | 17 |
Bars Traded | 4294 | 3567 | 727 | 4294 | 3567 | 727 |
Profit Streak | 180.455 | 0 | 603.955 | 180.455 | 0 | 603.955 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625682 | 551008 | -132388 | -293080 | -580341 | -126949 |
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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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