Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417819.4185 | 369237.0902 | 48582.3282 | 768304.1844 | 771058.8251 | -2754.6406 |
Total P&L (%) | 417.8194 | 369.2371 | 48.5823 | 768.3042 | 771.0588 | -2.7546 |
Avg Daily Profit (%) | 0.296 | 0.2616 | 0.0344 | 0.1533 | 0.1535 | -0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118155 | -113990 | -45617 | -365076 | -377496 | -245719 |
Profit Factor | 2.1465 | 2.2813 | 1.6371 | 1.5743 | 1.7741 | 0.9919 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 73.6264 | 77.7778 | 69.5652 | 73.6264 | 77.7778 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.7689 | 0.6518 | 0.7162 | 0.5639 | 0.5069 | 0.434 |
Largest Winning Trade | 64316 | 64316 | 11903 | 195766 | 195766 | 44187 |
Largest Losing Trade | -63764 | -63764 | -28513 | -262559 | -262559 | -159670 |
Avg Bars in Trades | 164 | 325 | 8 | 164 | 325 | 8 |
Avg Bars in Winners | 61 | 114 | 3 | 61 | 114 | 3 |
Avg Bars in Losers | 453 | 1062 | 17 | 453 | 1062 | 17 |
Bars Traded | 15009 | 14638 | 371 | 15009 | 14638 | 371 |
Profit Streak | 589.1194 | 612.286 | 589.1194 | 589.1194 | 612.286 | 589.1194 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529698 | 533807 | -143824 | 457153 | 480301 | -576556 |
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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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