Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464031.4135 | 297066.2039 | 166965.2096 | 673537.9623 | 117450.4761 | 556087.4862 |
Total P&L (%) | 464.0314 | 297.0662 | 166.9652 | 673.538 | 117.4505 | 556.0875 |
Avg Daily Profit (%) | 0.2414 | 0.1546 | 0.0869 | 0.1065 | 0.0404 | 0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122977 | -109590 | -67847 | -1712190 | -1305424 | -529026 |
Profit Factor | 1.8294 | 2.1261 | 1.5647 | 1.161 | 1.051 | 1.2957 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 50.5747 | 48.8372 | 52.2727 | 50.5747 | 48.8372 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.7879 | 2.2273 | 1.4287 | 1.1346 | 1.101 | 1.1831 |
Largest Winning Trade | 96049 | 96049 | 65782 | 543810 | 543810 | 509196 |
Largest Losing Trade | -67847 | -37521 | -67847 | -555629 | -555629 | -324471 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 41 | 47 | 34 | 41 | 47 | 34 |
Bars Traded | 3686 | 1968 | 1718 | 3686 | 1968 | 1718 |
Profit Streak | 60.2563 | 121.7563 | 60.2563 | 60.2563 | 121.7563 | 60.2563 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475349 | 440157 | -73947 | -92056 | -302383 | -60440 |
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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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