Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438166.2803 | 289040.1847 | 149126.0956 | 261203.1512 | 93073.0513 | 168130.0999 |
Total P&L (%) | 438.1663 | 289.0402 | 149.1261 | 261.2032 | 93.0731 | 168.1301 |
Avg Daily Profit (%) | 0.2302 | 0.1518 | 0.0783 | 0.0675 | 0.0346 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92051 | -91673 | -121268 | -250091 | -220402 | -187723 |
Profit Factor | 1.7755 | 1.8691 | 1.6416 | 1.231 | 1.1271 | 1.4222 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 40 | 26 | 14 | 40 | 26 | 14 |
Profitability (%) | 56.9892 | 43.4783 | 70.2128 | 56.9892 | 43.4783 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.34 | 2.4298 | 0.6964 | 0.9291 | 1.4652 | 0.6033 |
Largest Winning Trade | 117031 | 117031 | 55740 | 167058 | 167058 | 73314 |
Largest Losing Trade | -63958 | -63958 | -58922 | -171609 | -171609 | -102946 |
Avg Bars in Trades | 55 | 75 | 35 | 55 | 75 | 35 |
Avg Bars in Winners | 50 | 69 | 39 | 50 | 69 | 39 |
Avg Bars in Losers | 61 | 80 | 24 | 61 | 80 | 24 |
Bars Traded | 5138 | 3492 | 1646 | 5138 | 3492 | 1646 |
Profit Streak | 139.5508 | 139.5508 | 147.5508 | 139.5508 | 139.5508 | 147.5508 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455041 | 319139 | -84363 | -102324 | -229339 | -120880 |
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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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