Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179243.0441 | 71401.8833 | 107841.1608 | 327821.2331 | 107668.5162 | 220152.717 |
Total P&L (%) | 179.243 | 71.4019 | 107.8412 | 327.8212 | 107.6685 | 220.1527 |
Avg Daily Profit (%) | 0.3441 | 0.1371 | 0.2071 | 0.2795 | 0.1404 | 0.2237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30548 | -45613 | -27133 | -98301 | -77914 | -41140 |
Profit Factor | 1.852 | 1.563 | 2.2905 | 1.8762 | 1.4562 | 2.5937 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 63.9175 | 59.1837 | 68.75 | 63.9175 | 59.1837 | 68.75 |
Ratio Avg Win / Avg Loss | 1.0455 | 1.078 | 1.0411 | 1.0591 | 1.0043 | 1.1789 |
Largest Winning Trade | 16530 | 16530 | 13599 | 45813 | 32782 | 45813 |
Largest Losing Trade | -27824 | -27824 | -24714 | -47346 | -47346 | -36212 |
Avg Bars in Trades | 251 | 266 | 236 | 251 | 266 | 236 |
Avg Bars in Winners | 195 | 208 | 183 | 195 | 208 | 183 |
Avg Bars in Losers | 352 | 350 | 354 | 352 | 350 | 354 |
Bars Traded | 24430 | 13070 | 11360 | 24430 | 13070 | 11360 |
Profit Streak | 44.6632 | 44.6632 | 51.7673 | 44.6632 | 44.6632 | 51.7673 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517539 | -6113 | 516918 | 499319 | -2345 | 543095 |
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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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