Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282450.2782 | 181992.062 | 100458.2162 | 468528.4704 | 388726.4553 | 79802.0151 |
Total P&L (%) | 282.4503 | 181.9921 | 100.4582 | 468.5285 | 388.7265 | 79.802 |
Avg Daily Profit (%) | 0.2712 | 0.1747 | 0.0964 | 0.167 | 0.1524 | 0.0563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63902 | -42080 | -46096 | -470931 | -171755 | -347283 |
Profit Factor | 1.9585 | 2.2654 | 1.6658 | 1.3476 | 1.6302 | 1.1092 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 39.5604 | 34.7826 | 44.4444 | 39.5604 | 34.7826 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.9921 | 4.2477 | 2.0823 | 2.0589 | 3.0566 | 1.3865 |
Largest Winning Trade | 107626 | 107626 | 51626 | 195793 | 195793 | 125615 |
Largest Losing Trade | -19098 | -16730 | -19098 | -128877 | -89843 | -128877 |
Avg Bars in Trades | 269 | 223 | 316 | 269 | 223 | 316 |
Avg Bars in Winners | 498 | 434 | 549 | 498 | 434 | 549 |
Avg Bars in Losers | 119 | 110 | 130 | 119 | 110 | 130 |
Bars Traded | 24522 | 10272 | 14250 | 24522 | 10272 | 14250 |
Profit Streak | 44.3024 | 44.3024 | 51.5524 | 44.3024 | 44.3024 | 51.5524 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328308 | 231390 | -62594 | 215827 | 180402 | -219659 |
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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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