Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546823.5518 | 381899.0105 | 164924.5413 | 552833.5875 | -1359336.2696 | 1912169.8572 |
Total P&L (%) | 546.8236 | 381.899 | 164.9245 | 552.8336 | -1359.3363 | 1912.1699 |
Avg Daily Profit (%) | 0.285 | 0.199 | 0.086 | 0.0978 | 0 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120798 | -83270 | -74426 | -3113969 | -3275387 | -1421611 |
Profit Factor | 1.8251 | 2.0361 | 1.5607 | 1.0458 | 0.8205 | 1.4264 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 51.6854 | 45.4545 | 57.7778 | 51.6854 | 45.4545 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.7061 | 2.4433 | 1.1405 | 0.9776 | 0.9847 | 1.0424 |
Largest Winning Trade | 213933 | 213933 | 54972 | 1001545 | 1001545 | 894389 |
Largest Losing Trade | -62117 | -33690 | -62117 | -1226354 | -1226354 | -1070479 |
Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Winners | 79 | 77 | 80 | 79 | 77 | 80 |
Avg Bars in Losers | 44 | 51 | 35 | 44 | 51 | 35 |
Bars Traded | 5544 | 2774 | 2770 | 5544 | 2774 | 2770 |
Profit Streak | 0 | 131.1509 | 0 | 0 | 131.1509 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456588 | 386394 | -75444 | -233256 | -581527 | 345500 |
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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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