Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328114.8982 | 227749.3543 | 100365.5439 | 896166.4494 | 458027.9756 | 438138.4738 |
Total P&L (%) | 328.1149 | 227.7494 | 100.3655 | 896.1664 | 458.028 | 438.1385 |
Avg Daily Profit (%) | 0.315 | 0.2186 | 0.0964 | 0.2209 | 0.1652 | 0.1617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67566 | -36286 | -42257 | -149170 | -138825 | -77022 |
Profit Factor | 2.1279 | 3.0731 | 1.5543 | 2.2363 | 2.261 | 2.2116 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 52.2727 | 51.1628 | 51.7241 | 52.2727 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.986 | 2.8058 | 1.4837 | 2.0872 | 2.0644 | 2.111 |
Largest Winning Trade | 83649 | 83649 | 42687 | 278375 | 278375 | 186708 |
Largest Losing Trade | -21917 | -13419 | -21917 | -92129 | -92129 | -74042 |
Avg Bars in Trades | 277 | 105 | 453 | 277 | 105 | 453 |
Avg Bars in Winners | 401 | 137 | 677 | 401 | 137 | 677 |
Avg Bars in Losers | 144 | 70 | 217 | 144 | 70 | 217 |
Bars Traded | 24123 | 4643 | 19480 | 24123 | 4643 | 19480 |
Profit Streak | 21.7916 | 21.7916 | 88.9583 | 21.7916 | 21.7916 | 88.9583 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509553 | 523949 | -61136 | 503144 | 451083 | 470356 |
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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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