Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327855.4766 | 312392.5169 | 15462.9597 | 83890.9922 | 18995.5497 | 64895.4425 |
Total P&L (%) | 327.8555 | 312.3925 | 15.463 | 83.891 | 18.9956 | 64.8954 |
Avg Daily Profit (%) | 0.1775 | 0.1691 | 0.0084 | 0.033 | 0.0094 | 0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185782 | -193621 | -9681 | -3459957 | -3467365 | -183082 |
Profit Factor | 1.6721 | 1.6927 | 1.4199 | 1.0149 | 1.0036 | 1.206 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.9213 | 61.3636 | 64.4444 | 62.9213 | 61.3636 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.9853 | 1.0658 | 0.7834 | 0.5981 | 0.6319 | 0.6654 |
Largest Winning Trade | 121597 | 121597 | 6436 | 780053 | 780053 | 55873 |
Largest Losing Trade | -50222 | -50222 | -9187 | -1810406 | -1810406 | -102662 |
Avg Bars in Trades | 234 | 472 | 2 | 234 | 472 | 2 |
Avg Bars in Winners | 95 | 197 | 1 | 95 | 197 | 1 |
Avg Bars in Losers | 470 | 910 | 2 | 470 | 910 | 2 |
Bars Traded | 20897 | 20802 | 95 | 20897 | 20802 | 95 |
Profit Streak | 16.6504 | 0 | 206.8171 | 16.6504 | 0 | 206.8171 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380947 | 395451 | -188831 | -351880 | -404545 | -155620 |
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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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