Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299741.1332 | 182764.1561 | 116976.9771 | 74906.6366 | 21018.8476 | 53887.7889 |
Total P&L (%) | 299.7411 | 182.7642 | 116.977 | 74.9066 | 21.0188 | 53.8878 |
Avg Daily Profit (%) | 0.1577 | 0.0961 | 0.0615 | 0.0294 | 0.01 | 0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94864 | -123530 | -133198 | -90870 | -113008 | -126281 |
Profit Factor | 1.5784 | 1.5575 | 1.6145 | 1.1574 | 1.0695 | 1.311 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 54.023 | 53.4884 | 54.5455 | 54.023 | 53.4884 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3433 | 1.3543 | 1.3454 | 0.9851 | 0.93 | 1.0925 |
Largest Winning Trade | 100005 | 100005 | 36621 | 73699 | 73699 | 32612 |
Largest Losing Trade | -64207 | -64207 | -62431 | -55149 | -55149 | -51102 |
Avg Bars in Trades | 39 | 58 | 20 | 39 | 58 | 20 |
Avg Bars in Winners | 47 | 64 | 31 | 47 | 64 | 31 |
Avg Bars in Losers | 29 | 50 | 8 | 29 | 50 | 8 |
Bars Traded | 3415 | 2496 | 919 | 3415 | 2496 | 919 |
Profit Streak | 75.0842 | 242.0842 | 75.0842 | 75.0842 | 242.0842 | 75.0842 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387495 | -61104 | -107332 | -200881 | -329538 | -162008 |
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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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