Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305974.119 | 254475.9266 | 51498.1924 | 266618.0666 | 150009.0263 | 116609.0403 |
Total P&L (%) | 305.9741 | 254.4759 | 51.4982 | 266.6181 | 150.009 | 116.609 |
Avg Daily Profit (%) | 0.5875 | 0.4886 | 0.0989 | 0.2498 | 0.1761 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48492 | -55793 | -20749 | -169702 | -176223 | -75966 |
Profit Factor | 2.1728 | 2.7861 | 1.4349 | 1.4149 | 1.4195 | 1.4091 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 40.4762 | 35.7143 | 45.2381 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.1953 | 5.015 | 1.737 | 2.0807 | 2.5552 | 1.7057 |
Largest Winning Trade | 272455 | 272455 | 21327 | 244526 | 244526 | 62423 |
Largest Losing Trade | -11250 | -11250 | -10226 | -36851 | -36393 | -36851 |
Avg Bars in Trades | 293 | 265 | 321 | 293 | 265 | 321 |
Avg Bars in Winners | 492 | 475 | 505 | 492 | 475 | 505 |
Avg Bars in Losers | 158 | 148 | 168 | 158 | 148 | 168 |
Bars Traded | 24637 | 11149 | 13488 | 24637 | 11149 | 13488 |
Profit Streak | 21.0189 | 21.0189 | 22.3731 | 21.0189 | 21.0189 | 22.3731 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434627 | 355531 | -62013 | 250195 | 137274 | 188755 |
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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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