Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590094.6546 | 504948.0515 | 85146.6031 | 138389.0953 | -304757.9701 | 443147.0654 |
Total P&L (%) | 590.0947 | 504.9481 | 85.1466 | 138.3891 | -304.758 | 443.1471 |
Avg Daily Profit (%) | 0.2509 | 0.2147 | 0.0362 | 0.037 | 0 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178566 | -120754 | -204923 | -407919 | -503979 | -127124 |
Profit Factor | 1.7727 | 2.2162 | 1.2443 | 1.0922 | 0.7006 | 1.9175 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 50.5882 | 42.8571 | 58.1395 | 50.5882 | 42.8571 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.7315 | 2.9549 | 0.8959 | 1.0668 | 0.9341 | 1.3806 |
Largest Winning Trade | 172844 | 172844 | 51813 | 191782 | 154843 | 191782 |
Largest Losing Trade | -72594 | -42396 | -72594 | -254428 | -254428 | -110722 |
Avg Bars in Trades | 107 | 124 | 90 | 107 | 124 | 90 |
Avg Bars in Winners | 125 | 129 | 122 | 125 | 129 | 122 |
Avg Bars in Losers | 89 | 121 | 47 | 89 | 121 | 47 |
Bars Traded | 9151 | 5242 | 3909 | 9151 | 5242 | 3909 |
Profit Streak | 116.7254 | 116.7254 | 156.9754 | 116.7254 | 116.7254 | 156.9754 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485654 | 367580 | -144380 | -260985 | -582948 | -92220 |
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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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