Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358790.3764 | 135186.6482 | 223603.7282 | 448030.3591 | 80515.524 | 367514.8351 |
Total P&L (%) | 358.7904 | 135.1866 | 223.6037 | 448.0304 | 80.5155 | 367.5148 |
Avg Daily Profit (%) | 0.2382 | 0.0897 | 0.1484 | 0.113 | 0.0392 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85641 | -79385 | -50463 | -892275 | -658198 | -651267 |
Profit Factor | 1.7327 | 1.5473 | 1.9213 | 1.1501 | 1.0555 | 1.2395 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 55.914 | 51.0638 | 60.8696 | 55.914 | 51.0638 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.3661 | 1.4829 | 1.2351 | 0.9068 | 1.0115 | 0.7968 |
Largest Winning Trade | 117504 | 117504 | 66589 | 516091 | 339549 | 516091 |
Largest Losing Trade | -50463 | -28769 | -50463 | -380234 | -380234 | -313510 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 74 | 54 | 91 | 74 | 54 | 91 |
Avg Bars in Losers | 46 | 47 | 43 | 46 | 47 | 43 |
Bars Traded | 5767 | 2409 | 3358 | 5767 | 2409 | 3358 |
Profit Streak | 19.6469 | 23.3969 | 0 | 19.6469 | 23.3969 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420914 | -70798 | 328135 | -97679 | -299228 | -56708 |
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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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