Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712944.2523 | 609330.0615 | 103614.1908 | 742467.8539 | 118418.496 | 624049.3579 |
Total P&L (%) | 712.9443 | 609.3301 | 103.6142 | 742.4679 | 118.4185 | 624.0494 |
Avg Daily Profit (%) | 0.3815 | 0.3261 | 0.0555 | 0.1141 | 0.0418 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68326 | -83006 | -52224 | -563964 | -486769 | -227839 |
Profit Factor | 2.3743 | 3.0438 | 1.4696 | 1.245 | 1.066 | 1.5044 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 35.4839 | 29.7872 | 41.3043 | 35.4839 | 29.7872 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.3169 | 7.1747 | 2.0884 | 2.2637 | 2.5128 | 2.1379 |
Largest Winning Trade | 527958 | 527958 | 58634 | 489179 | 489179 | 240200 |
Largest Losing Trade | -35145 | -35145 | -17534 | -164171 | -156780 | -164171 |
Avg Bars in Trades | 236 | 208 | 265 | 236 | 208 | 265 |
Avg Bars in Winners | 453 | 445 | 460 | 453 | 445 | 460 |
Avg Bars in Losers | 116 | 108 | 127 | 116 | 108 | 127 |
Bars Traded | 21996 | 9805 | 12191 | 21996 | 9805 | 12191 |
Profit Streak | 22.1788 | 36.0121 | 0 | 22.1788 | 36.0121 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333484 | 246200 | -119948 | -44221 | -291903 | -51917 |
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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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