Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185345.1981 | 141146.1407 | 44199.0574 | 121783.1197 | 108701.2746 | 13081.8452 |
Total P&L (%) | 185.3452 | 141.1461 | 44.1991 | 121.7831 | 108.7013 | 13.0818 |
Avg Daily Profit (%) | 0.2014 | 0.1534 | 0.048 | 0.0866 | 0.08 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93511 | -64170 | -46148 | -87951 | -61452 | -50062 |
Profit Factor | 1.5532 | 1.7788 | 1.2874 | 1.4144 | 1.671 | 1.0992 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 43.1818 | 36.3636 | 50 | 43.1818 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 2.0437 | 3.1128 | 1.2874 | 1.861 | 2.9242 | 1.0992 |
Largest Winning Trade | 122179 | 122179 | 28354 | 68651 | 68651 | 16749 |
Largest Losing Trade | -35607 | -35607 | -15851 | -38161 | -38161 | -18536 |
Avg Bars in Trades | 240 | 241 | 240 | 240 | 241 | 240 |
Avg Bars in Winners | 358 | 388 | 337 | 358 | 388 | 337 |
Avg Bars in Losers | 150 | 157 | 142 | 150 | 157 | 142 |
Bars Traded | 21186 | 10624 | 10562 | 21186 | 10624 | 10562 |
Profit Streak | 203.8312 | 203.8312 | 252.8729 | 203.8312 | 203.8312 | 252.8729 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336428 | 227802 | -129163 | -76464 | -87247 | -354876 |
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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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