Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541788.1727 | 455744.752 | 86043.4207 | 440881.5234 | 208999.965 | 231881.5583 |
Total P&L (%) | 541.7882 | 455.7448 | 86.0434 | 440.8815 | 209 | 231.8816 |
Avg Daily Profit (%) | 0.2311 | 0.1944 | 0.0367 | 0.072 | 0.0481 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184948 | -64953 | -160266 | -552453 | -364745 | -267440 |
Profit Factor | 1.8963 | 2.6532 | 1.2617 | 1.3192 | 1.2868 | 1.3553 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 2.1881 | 3.5376 | 1.2617 | 1.5221 | 1.7158 | 1.3553 |
Largest Winning Trade | 207225 | 207225 | 61948 | 220975 | 220975 | 198479 |
Largest Losing Trade | -54309 | -41105 | -54309 | -166674 | -166674 | -150285 |
Avg Bars in Trades | 162 | 174 | 150 | 162 | 174 | 150 |
Avg Bars in Winners | 206 | 243 | 174 | 206 | 243 | 174 |
Avg Bars in Losers | 123 | 122 | 126 | 123 | 122 | 126 |
Bars Traded | 13637 | 7314 | 6323 | 13637 | 7314 | 6323 |
Profit Streak | 8.3932 | 8.3932 | 28.3932 | 8.3932 | 8.3932 | 28.3932 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427129 | 380580 | -142960 | -95478 | -129565 | -123077 |
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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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