Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649051.3819 | 490574.468 | 158476.914 | 505807.2771 | -475278.0932 | 981085.3703 |
Total P&L (%) | 649.0514 | 490.5745 | 158.4769 | 505.8073 | -475.2781 | 981.0854 |
Avg Daily Profit (%) | 0.3412 | 0.2579 | 0.0833 | 0.0947 | 0 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202429 | -166969 | -65641 | -5057000 | -4467066 | -1059697 |
Profit Factor | 1.9074 | 2.1451 | 1.5524 | 1.0513 | 0.9256 | 1.2826 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 52.5773 | 46.9388 | 58.3333 | 52.5773 | 46.9388 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.7204 | 2.4249 | 1.1088 | 0.9482 | 1.0463 | 0.9162 |
Largest Winning Trade | 241540 | 241540 | 64711 | 2438167 | 2438167 | 1278429 |
Largest Losing Trade | -57711 | -43376 | -57711 | -1365439 | -1365439 | -744096 |
Avg Bars in Trades | 57 | 73 | 41 | 57 | 73 | 41 |
Avg Bars in Winners | 69 | 98 | 45 | 69 | 98 | 45 |
Avg Bars in Losers | 44 | 51 | 34 | 44 | 51 | 34 |
Bars Traded | 5575 | 3605 | 1969 | 5575 | 3605 | 1969 |
Profit Streak | 0 | 0 | 589.6584 | 0 | 0 | 589.6584 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484504 | 399667 | -77601 | -231221 | -580205 | -24620 |
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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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