Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412793.2713 | 292234.0233 | 120559.248 | 201392.6689 | 116539.2305 | 84853.4385 |
Total P&L (%) | 412.7933 | 292.234 | 120.5592 | 201.3927 | 116.5392 | 84.8534 |
Avg Daily Profit (%) | 0.2152 | 0.1524 | 0.0629 | 0.0575 | 0.0403 | 0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172013 | -130796 | -87301 | -636977 | -384857 | -354402 |
Profit Factor | 1.7516 | 1.9302 | 1.5128 | 1.1478 | 1.1553 | 1.1385 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 42.2222 | 33.3333 | 51.1111 | 42.2222 | 33.3333 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.3969 | 3.8604 | 1.447 | 1.5706 | 2.3105 | 1.089 |
Largest Winning Trade | 205423 | 205423 | 43096 | 233409 | 233409 | 215036 |
Largest Losing Trade | -63680 | -31715 | -63680 | -322096 | -208205 | -322096 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 49 | 35 | 58 | 49 | 35 | 58 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 3448 | 1477 | 1970 | 3448 | 1477 | 1970 |
Profit Streak | 34.421 | 0 | 44.921 | 34.421 | 0 | 44.921 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317854 | 160702 | -106847 | -175220 | -194120 | -217454 |
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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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