Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242504.2868 | 147065.7476 | 95438.5392 | 167938.8814 | 97009.546 | 70929.3353 |
Total P&L (%) | 242.5043 | 147.0657 | 95.4385 | 167.9389 | 97.0095 | 70.9293 |
Avg Daily Profit (%) | 0.2177 | 0.132 | 0.0857 | 0.0885 | 0.0609 | 0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133707 | -100304 | -80442 | -432244 | -318529 | -203998 |
Profit Factor | 1.6665 | 1.8368 | 1.5073 | 1.1802 | 1.2048 | 1.1548 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 58.0645 | 53.1915 | 63.0435 | 58.0645 | 53.1915 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.2036 | 1.6164 | 0.8836 | 0.8524 | 1.0602 | 0.677 |
Largest Winning Trade | 163740 | 163740 | 46461 | 293246 | 293246 | 77528 |
Largest Losing Trade | -39865 | -30676 | -39865 | -162736 | -162736 | -118726 |
Avg Bars in Trades | 30 | 19 | 42 | 30 | 19 | 42 |
Avg Bars in Winners | 39 | 19 | 56 | 39 | 19 | 56 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 2876 | 938 | 1938 | 2876 | 938 | 1938 |
Profit Streak | 44.3304 | 44.3304 | 47.6637 | 44.3304 | 44.3304 | 47.6637 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456539 | -11106 | -75710 | -95869 | -109927 | -177347 |
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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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