Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387375.1003 | 294467.8913 | 92907.209 | 591093.4275 | 236817.9934 | 354275.4341 |
Total P&L (%) | 387.3751 | 294.4679 | 92.9072 | 591.0934 | 236.818 | 354.2754 |
Avg Daily Profit (%) | 0.1788 | 0.1359 | 0.0429 | 0.0893 | 0.0561 | 0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168295 | -69570 | -230400 | -308667 | -175568 | -214678 |
Profit Factor | 1.6148 | 2.3261 | 1.2277 | 1.5882 | 1.4809 | 1.6913 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 27 | 31 | 56 | 26 | 30 |
Losing Trades | 28 | 16 | 12 | 30 | 17 | 13 |
Profitability (%) | 67.4419 | 62.7907 | 72.093 | 65.1163 | 60.4651 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.7795 | 1.3784 | 0.4752 | 0.8508 | 0.9683 | 0.7329 |
Largest Winning Trade | 58445 | 58445 | 39934 | 152420 | 93262 | 152420 |
Largest Losing Trade | -153361 | -43483 | -153361 | -170645 | -135114 | -170645 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 39 | 38 | 39 | 40 | 39 | 41 |
Avg Bars in Losers | 66 | 66 | 67 | 62 | 64 | 59 |
Bars Traded | 4140 | 2115 | 2025 | 4140 | 2115 | 2025 |
Profit Streak | 104.4583 | 104.4583 | 278.9583 | 104.4583 | 104.4583 | 278.9583 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426327 | -5992 | -133322 | -69366 | -116557 | -95171 |
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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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