Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224188.1818 | 150031.3114 | 74156.8704 | 355990.5443 | 159148.4456 | 196842.0987 |
Total P&L (%) | 224.1882 | 150.0313 | 74.1569 | 355.9905 | 159.1484 | 196.8421 |
Avg Daily Profit (%) | 0.3885 | 0.26 | 0.1285 | 0.2633 | 0.1651 | 0.1887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39073 | -42250 | -24235 | -128942 | -166796 | -61089 |
Profit Factor | 1.83 | 1.7065 | 2.2844 | 1.6412 | 1.3551 | 2.84 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 65.9341 | 64.4444 | 67.3913 | 65.9341 | 64.4444 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.9455 | 0.9415 | 1.1053 | 0.848 | 0.7476 | 1.3742 |
Largest Winning Trade | 54148 | 54148 | 13631 | 173312 | 173312 | 61308 |
Largest Losing Trade | -39073 | -39073 | -17729 | -110889 | -110889 | -51289 |
Avg Bars in Trades | 141 | 261 | 23 | 141 | 261 | 23 |
Avg Bars in Winners | 88 | 158 | 22 | 88 | 158 | 22 |
Avg Bars in Losers | 243 | 448 | 25 | 243 | 448 | 25 |
Bars Traded | 12864 | 11772 | 1092 | 12864 | 11772 | 1092 |
Profit Streak | 503.1033 | 0 | 575.8533 | 503.1033 | 0 | 575.8533 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457436 | 364965 | -14630 | 405792 | 274504 | 555641 |
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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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