Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821431.3545 | 736378.2422 | 85053.1124 | 335726.8108 | 1969575.0307 | -1633848.2199 |
Total P&L (%) | 821.4314 | 736.3782 | 85.0531 | 335.7268 | 1969.575 | -1633.8482 |
Avg Daily Profit (%) | 0.3394 | 0.3043 | 0.0351 | 0.0608 | 0.1253 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156097 | -108223 | -128511 | -3206420 | -1631686 | -2951351 |
Profit Factor | 2.106 | 2.8371 | 1.2488 | 1.0447 | 1.5955 | 0.6106 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 50.5747 | 52.2727 | 48.8372 | 50.5747 | 52.2727 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.0581 | 2.5904 | 1.3082 | 1.021 | 1.4568 | 0.6397 |
Largest Winning Trade | 407472 | 407472 | 56661 | 2497091 | 2497091 | 828299 |
Largest Losing Trade | -53368 | -53368 | -52694 | -1386813 | -486415 | -1386813 |
Avg Bars in Trades | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Winners | 58 | 62 | 53 | 58 | 62 | 53 |
Avg Bars in Losers | 48 | 59 | 36 | 48 | 59 | 36 |
Bars Traded | 4631 | 2702 | 1929 | 4631 | 2702 | 1929 |
Profit Streak | 35.1932 | 63.6932 | 0 | 35.1932 | 63.6932 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507006 | 549251 | -146575 | -282146 | -22544 | -581179 |
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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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