Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304543.3013 | 25292.3426 | 279250.9588 | 487239.6221 | 44259.2164 | 442980.4058 |
Total P&L (%) | 304.5433 | 25.2923 | 279.251 | 487.2396 | 44.2592 | 442.9804 |
Avg Daily Profit (%) | 0.1998 | 0.0166 | 0.1832 | 0.1162 | 0.024 | 0.1111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51564 | -61048 | -58700 | -123998 | -117420 | -146927 |
Profit Factor | 1.7838 | 1.114 | 2.6745 | 1.5666 | 1.0932 | 2.1505 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 50.5618 | 45.4545 | 55.5556 | 50.5618 | 45.4545 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7442 | 1.3369 | 2.1396 | 1.5318 | 1.3118 | 1.7204 |
Largest Winning Trade | 71133 | 71133 | 63668 | 151234 | 115894 | 151234 |
Largest Losing Trade | -28937 | -28937 | -18124 | -66779 | -66779 | -46609 |
Avg Bars in Trades | 197 | 136 | 257 | 197 | 136 | 257 |
Avg Bars in Winners | 266 | 175 | 340 | 266 | 175 | 340 |
Avg Bars in Losers | 126 | 103 | 155 | 126 | 103 | 155 |
Bars Traded | 17591 | 5984 | 11607 | 17591 | 5984 | 11607 |
Profit Streak | 9.9361 | 28.6861 | 9.9361 | 9.9361 | 28.6861 | 9.9361 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447017 | -270452 | 505066 | -33599 | -281759 | -39160 |
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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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