Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471596.2407 | 179386.9873 | 292209.2534 | 1239654.3984 | 964776.1908 | 274878.2075 |
Total P&L (%) | 471.5962 | 179.387 | 292.2093 | 1239.6544 | 964.7762 | 274.8782 |
Avg Daily Profit (%) | 0.3162 | 0.1203 | 0.1959 | 0.1741 | 0.1587 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275332 | -145708 | -187924 | -2106086 | -1096559 | -1570085 |
Profit Factor | 1.5989 | 1.4663 | 1.7256 | 1.2126 | 1.3683 | 1.0856 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 56.3536 | 54.4444 | 58.2418 | 56.3536 | 54.4444 | 58.2418 |
Ratio Avg Win / Avg Loss | 1.2383 | 1.2269 | 1.2372 | 0.9392 | 1.1449 | 0.7783 |
Largest Winning Trade | 63958 | 63958 | 53204 | 673208 | 673208 | 384240 |
Largest Losing Trade | -34547 | -32461 | -34547 | -723504 | -443837 | -723504 |
Avg Bars in Trades | 48 | 39 | 58 | 48 | 39 | 58 |
Avg Bars in Winners | 48 | 35 | 59 | 48 | 35 | 59 |
Avg Bars in Losers | 49 | 43 | 56 | 49 | 43 | 56 |
Bars Traded | 8832 | 3535 | 5297 | 8832 | 3535 | 5297 |
Profit Streak | 47.2503 | 47.2503 | 56.5837 | 47.2503 | 47.2503 | 56.5837 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498340 | -30109 | 428513 | 324652 | 339737 | -200534 |
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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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