Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387992.0987 | 155795.929 | 232196.1697 | 642548.7661 | 123608.38 | 518940.3861 |
Total P&L (%) | 387.9921 | 155.7959 | 232.1962 | 642.5488 | 123.6084 | 518.9404 |
Avg Daily Profit (%) | 0.2424 | 0.0973 | 0.1451 | 0.1253 | 0.0503 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91448 | -76850 | -57108 | -967394 | -708542 | -613280 |
Profit Factor | 1.8532 | 1.6203 | 2.1407 | 1.2348 | 1.082 | 1.4224 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 59.5506 | 51.1111 | 68.1818 | 59.5506 | 51.1111 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.2588 | 1.5498 | 0.999 | 0.8387 | 1.0349 | 0.6638 |
Largest Winning Trade | 143657 | 143657 | 58353 | 293571 | 293571 | 265717 |
Largest Losing Trade | -55908 | -29732 | -55908 | -285355 | -250319 | -285355 |
Avg Bars in Trades | 50 | 33 | 68 | 50 | 33 | 68 |
Avg Bars in Winners | 52 | 34 | 66 | 52 | 34 | 66 |
Avg Bars in Losers | 48 | 32 | 72 | 48 | 32 | 72 |
Bars Traded | 4492 | 1497 | 2995 | 4492 | 1497 | 2995 |
Profit Streak | 20.7978 | 20.7978 | 24.1312 | 20.7978 | 20.7978 | 24.1312 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465175 | -59200 | 175089 | -24727 | -255361 | -38337 |
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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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