Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381178.4783 | 304522.7754 | 76655.7029 | 403364.1591 | 246895.3374 | 156468.8217 |
Total P&L (%) | 381.1785 | 304.5228 | 76.6557 | 403.3642 | 246.8953 | 156.4688 |
Avg Daily Profit (%) | 0.3659 | 0.2924 | 0.0736 | 0.1553 | 0.1195 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82581 | -45669 | -85980 | -422482 | -112754 | -420485 |
Profit Factor | 1.8559 | 2.6288 | 1.2966 | 1.3314 | 1.5961 | 1.1949 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 47.8261 | 55.3191 | 51.6129 | 47.8261 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.7399 | 2.8678 | 1.0473 | 1.2482 | 1.7411 | 0.9651 |
Largest Winning Trade | 202416 | 202416 | 48288 | 218237 | 109541 | 218237 |
Largest Losing Trade | -49129 | -22117 | -49129 | -420485 | -54874 | -420485 |
Avg Bars in Trades | 257 | 245 | 269 | 257 | 245 | 269 |
Avg Bars in Winners | 304 | 289 | 317 | 304 | 289 | 317 |
Avg Bars in Losers | 206 | 204 | 209 | 206 | 204 | 209 |
Bars Traded | 23932 | 11271 | 12661 | 23932 | 11271 | 12661 |
Profit Streak | 34.7566 | 0 | 43.2983 | 34.7566 | 0 | 43.2983 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488185 | 455486 | -93295 | 306492 | -31257 | -78722 |
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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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