Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388397.8638 | 293257.3408 | 95140.523 | 147914.2657 | 42106.7474 | 105807.5182 |
Total P&L (%) | 388.3979 | 293.2573 | 95.1405 | 147.9143 | 42.1067 | 105.8075 |
Avg Daily Profit (%) | 0.2634 | 0.1989 | 0.0645 | 0.0616 | 0.0238 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123361 | -144098 | -72413 | -192897 | -205221 | -103061 |
Profit Factor | 1.7777 | 2.2927 | 1.3491 | 1.1937 | 1.1149 | 1.2663 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 41.9355 | 36.9565 | 46.8085 | 41.9355 | 36.9565 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.4615 | 3.911 | 1.5331 | 1.6528 | 1.9019 | 1.439 |
Largest Winning Trade | 254485 | 254485 | 73146 | 146241 | 146241 | 97631 |
Largest Losing Trade | -34417 | -26685 | -34417 | -61078 | -58921 | -61078 |
Avg Bars in Trades | 46 | 35 | 56 | 46 | 35 | 56 |
Avg Bars in Winners | 77 | 58 | 92 | 77 | 58 | 92 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 4295 | 1634 | 2661 | 4295 | 1634 | 2661 |
Profit Streak | 8.7422 | 0 | 13.4089 | 8.7422 | 0 | 13.4089 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335380 | 251203 | -105826 | -119262 | -261063 | -128194 |
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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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