Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464300.1292 | 290592.4138 | 173707.7154 | 993261.3149 | 771132.4319 | 222128.883 |
Total P&L (%) | 464.3001 | 290.5924 | 173.7077 | 993.2613 | 771.1324 | 222.1289 |
Avg Daily Profit (%) | 0.3429 | 0.2146 | 0.1283 | 0.1768 | 0.16 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124006 | -50924 | -107290 | -353927 | -123810 | -383275 |
Profit Factor | 1.7853 | 1.9523 | 1.6072 | 1.5415 | 1.8212 | 1.2481 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 55.4348 | 52.1739 | 58.6957 | 55.4348 | 52.1739 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.4353 | 1.7896 | 1.131 | 1.2393 | 1.6695 | 0.8783 |
Largest Winning Trade | 83590 | 83590 | 50489 | 242021 | 242021 | 193098 |
Largest Losing Trade | -46888 | -35654 | -46888 | -175428 | -123810 | -175428 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 31 | 20 | 40 | 31 | 20 | 40 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 2643 | 1038 | 1605 | 2643 | 1038 | 1605 |
Profit Streak | 5.0098 | 5.0098 | 15.5098 | 5.0098 | 5.0098 | 15.5098 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487081 | 460966 | -17132 | 425230 | 450055 | -76776 |
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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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