Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239706.4694 | 153454.529 | 86251.9404 | 533635.3598 | 353422.5325 | 180212.8273 |
Total P&L (%) | 239.7065 | 153.4545 | 86.2519 | 533.6354 | 353.4225 | 180.2128 |
Avg Daily Profit (%) | 0.4154 | 0.2659 | 0.1495 | 0.3205 | 0.2623 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45844 | -34238 | -26659 | -169201 | -157574 | -123045 |
Profit Factor | 2.1828 | 2.3435 | 1.9752 | 1.6637 | 1.7951 | 1.5013 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.8372 | 46.5116 | 51.1628 | 48.8372 | 46.5116 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.2867 | 2.695 | 1.8855 | 1.743 | 2.0643 | 1.4331 |
Largest Winning Trade | 65900 | 65900 | 24579 | 160106 | 160106 | 86160 |
Largest Losing Trade | -13876 | -13876 | -12543 | -94382 | -94382 | -75377 |
Avg Bars in Trades | 153 | 149 | 157 | 153 | 149 | 157 |
Avg Bars in Winners | 202 | 213 | 192 | 202 | 213 | 192 |
Avg Bars in Losers | 106 | 93 | 120 | 106 | 93 | 120 |
Bars Traded | 13186 | 6421 | 6765 | 13186 | 6421 | 6765 |
Profit Streak | 496.8676 | 504.2009 | 0 | 496.8676 | 504.2009 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489112 | 415288 | 361495 | 438844 | 376072 | 308331 |
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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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