Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232832.3718 | 194243.1956 | 38589.1762 | 65369.5762 | 17475.9749 | 47893.6014 |
Total P&L (%) | 232.8324 | 194.2432 | 38.5892 | 65.3696 | 17.476 | 47.8936 |
Avg Daily Profit (%) | 0.1646 | 0.1373 | 0.0273 | 0.0356 | 0.0114 | 0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116537 | -62987 | -93779 | -97467 | -52078 | -45830 |
Profit Factor | 1.472 | 1.7114 | 1.1752 | 1.2258 | 1.0938 | 1.4635 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 48.2353 | 47.619 | 48.8372 | 48.2353 | 47.619 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.5797 | 1.8825 | 1.2312 | 1.3155 | 1.2032 | 1.5332 |
Largest Winning Trade | 74243 | 74243 | 37691 | 48243 | 48243 | 16904 |
Largest Losing Trade | -45341 | -37876 | -45341 | -38913 | -38913 | -25226 |
Avg Bars in Trades | 63 | 73 | 53 | 63 | 73 | 53 |
Avg Bars in Winners | 73 | 81 | 66 | 73 | 81 | 66 |
Avg Bars in Losers | 53 | 65 | 40 | 53 | 65 | 40 |
Bars Traded | 5365 | 3076 | 2289 | 5365 | 3076 | 2289 |
Profit Streak | 38.1176 | 0 | 84.6176 | 38.1176 | 0 | 84.6176 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347438 | -7348 | -185988 | -145975 | -304373 | -154680 |
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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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