Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369350.5986 | 141373.533 | 227977.0656 | 746167.3773 | 327488.6728 | 418678.7045 |
Total P&L (%) | 369.3506 | 141.3735 | 227.9771 | 746.1674 | 327.4887 | 418.6787 |
Avg Daily Profit (%) | 0.2836 | 0.1085 | 0.175 | 0.1641 | 0.1116 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96445 | -86367 | -62103 | -284869 | -131444 | -284869 |
Profit Factor | 1.9098 | 1.625 | 2.2683 | 1.7474 | 1.7969 | 1.7128 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 59.5238 | 52.381 | 66.6667 | 59.5238 | 52.381 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2987 | 1.4773 | 1.1342 | 1.1883 | 1.6335 | 0.8564 |
Largest Winning Trade | 87528 | 87528 | 40393 | 145340 | 127010 | 145340 |
Largest Losing Trade | -46766 | -27374 | -46766 | -284869 | -45435 | -284869 |
Avg Bars in Trades | 58 | 61 | 56 | 58 | 61 | 56 |
Avg Bars in Winners | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 4943 | 2584 | 2359 | 4943 | 2584 | 2359 |
Profit Streak | 108.0189 | 111.2689 | 108.0189 | 108.0189 | 111.2689 | 108.0189 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505952 | -44415 | 510207 | 472906 | -38895 | -20165 |
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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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