Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430235.2046 | 230915.2464 | 199319.9582 | 694672.2068 | 383519.852 | 311152.3547 |
Total P&L (%) | 430.2352 | 230.9152 | 199.32 | 694.6722 | 383.5199 | 311.1524 |
Avg Daily Profit (%) | 0.4181 | 0.2244 | 0.1937 | 0.2016 | 0.1533 | 0.1375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146405 | -85631 | -73863 | -205623 | -136082 | -106764 |
Profit Factor | 1.8882 | 1.7741 | 2.0712 | 2.0901 | 2.0491 | 2.1452 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 49.4505 | 42.2222 | 56.5217 | 49.4505 | 42.2222 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.9302 | 2.4277 | 1.5933 | 2.1366 | 2.8041 | 1.6502 |
Largest Winning Trade | 181353 | 181353 | 35510 | 286810 | 286810 | 116400 |
Largest Losing Trade | -50824 | -26109 | -50824 | -90340 | -90073 | -90340 |
Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Winners | 53 | 60 | 47 | 53 | 60 | 47 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 3897 | 2035 | 1863 | 3897 | 2035 | 1863 |
Profit Streak | 89.2067 | 121.4567 | 89.2067 | 89.2067 | 121.4567 | 89.2067 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525226 | 346381 | 496278 | 487644 | 343602 | -3126 |
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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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