Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422679.2277 | 288495.7805 | 134183.4473 | 728832.8396 | 339967.9242 | 388864.9154 |
Total P&L (%) | 422.6792 | 288.4958 | 134.1834 | 728.8328 | 339.9679 | 388.8649 |
Avg Daily Profit (%) | 0.3107 | 0.2121 | 0.0986 | 0.1556 | 0.109 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80407 | -88061 | -47019 | -482871 | -487716 | -87513 |
Profit Factor | 1.8365 | 1.9835 | 1.633 | 1.5996 | 1.4291 | 1.919 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 45.8824 | 46.5116 | 45.2381 | 45.8824 | 46.5116 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.1661 | 2.281 | 1.9768 | 1.8867 | 1.6434 | 2.3231 |
Largest Winning Trade | 149649 | 149649 | 40826 | 215633 | 215633 | 138932 |
Largest Losing Trade | -39712 | -39712 | -33482 | -193495 | -193495 | -72329 |
Avg Bars in Trades | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 28 | 39 | 17 | 28 | 39 | 17 |
Bars Traded | 3902 | 2179 | 1724 | 3902 | 2179 | 1724 |
Profit Streak | 44.2691 | 44.2691 | 52.9358 | 44.2691 | 44.2691 | 52.9358 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419951 | 386686 | -59439 | 370705 | -46282 | -34774 |
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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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