Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383775.2468 | 273496.617 | 110278.6298 | 158649.2641 | 108048.1379 | 50601.1261 |
Total P&L (%) | 383.7752 | 273.4966 | 110.2786 | 158.6493 | 108.0481 | 50.6011 |
Avg Daily Profit (%) | 0.2834 | 0.202 | 0.0814 | 0.0702 | 0.0541 | 0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76384 | -24463 | -112249 | -128421 | -56193 | -153328 |
Profit Factor | 1.9961 | 3.234 | 1.4196 | 1.2818 | 1.6628 | 1.1265 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.1429 | 54.7619 | 59.5238 | 57.1429 | 54.7619 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.4971 | 2.6716 | 0.9653 | 0.9614 | 1.3737 | 0.766 |
Largest Winning Trade | 235558 | 235558 | 64981 | 107133 | 80068 | 107133 |
Largest Losing Trade | -76384 | -15437 | -76384 | -99119 | -29805 | -99119 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 2544 | 1092 | 1452 | 2544 | 1092 | 1452 |
Profit Streak | 0 | 30.5008 | 0 | 0 | 30.5008 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437986 | 583962 | -83784 | -99737 | -116205 | -235521 |
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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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