Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848278.2184 | 784681.0585 | 63597.1599 | 334659.0548 | 380840.1472 | -46181.0923 |
Total P&L (%) | 848.2782 | 784.6811 | 63.5972 | 334.6591 | 380.8401 | -46.1811 |
Avg Daily Profit (%) | 0.4544 | 0.4203 | 0.0341 | 0.0787 | 0.0842 | -0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258873 | -144602 | -169791 | -396137 | -101585 | -339650 |
Profit Factor | 1.9558 | 2.5463 | 1.1673 | 1.3538 | 1.9573 | 0.9157 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 42.2018 | 33.3333 | 50.9091 | 42.2018 | 33.3333 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.6786 | 5.0926 | 1.1257 | 1.8541 | 3.9146 | 0.883 |
Largest Winning Trade | 362484 | 362484 | 47769 | 184469 | 184469 | 91916 |
Largest Losing Trade | -53464 | -48507 | -53464 | -148185 | -64041 | -148185 |
Avg Bars in Trades | 64 | 71 | 56 | 64 | 71 | 56 |
Avg Bars in Winners | 80 | 99 | 67 | 80 | 99 | 67 |
Avg Bars in Losers | 52 | 57 | 45 | 52 | 57 | 45 |
Bars Traded | 6985 | 3862 | 3123 | 6985 | 3862 | 3123 |
Profit Streak | 101.6185 | 101.6185 | 122.6185 | 101.6185 | 101.6185 | 122.6185 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451447 | -171478 | -362845 | -87676 | -263131 | -759363 |
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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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