Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497564.403 | 450738.0259 | 46826.3771 | 178892.0444 | 147150.6163 | 31741.4281 |
Total P&L (%) | 497.5644 | 450.738 | 46.8264 | 178.892 | 147.1506 | 31.7414 |
Avg Daily Profit (%) | 0.2607 | 0.2362 | 0.0245 | 0.0538 | 0.0474 | 0.0144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137690 | -103107 | -89164 | -798341 | -669315 | -401852 |
Profit Factor | 1.6956 | 2.2437 | 1.1327 | 1.0586 | 1.0899 | 1.0225 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 42.1053 | 40.3509 | 43.8596 | 42.1053 | 40.3509 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.3314 | 3.3168 | 1.4498 | 1.4556 | 1.6111 | 1.3088 |
Largest Winning Trade | 262074 | 262074 | 58448 | 273537 | 273537 | 246676 |
Largest Losing Trade | -37542 | -37542 | -36852 | -233185 | -233185 | -175453 |
Avg Bars in Trades | 48 | 42 | 55 | 48 | 42 | 55 |
Avg Bars in Winners | 73 | 54 | 90 | 73 | 54 | 90 |
Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
Bars Traded | 5574 | 2413 | 3161 | 5574 | 2413 | 3161 |
Profit Streak | 9.7341 | 28.0674 | 9.7341 | 9.7341 | 28.0674 | 9.7341 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364689 | -170596 | -418046 | -278369 | -432934 | -554097 |
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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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