Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231988.0925 | 43577.1341 | 188410.9584 | 212480.2379 | 22911.4685 | 189568.7694 |
Total P&L (%) | 231.9881 | 43.5771 | 188.411 | 212.4802 | 22.9115 | 189.5688 |
Avg Daily Profit (%) | 0.1799 | 0.0338 | 0.1461 | 0.0884 | 0.016 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67376 | -89902 | -36803 | -124154 | -141223 | -56453 |
Profit Factor | 1.5512 | 1.1461 | 2.5362 | 1.345 | 1.0544 | 1.9733 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 60 | 53.4884 | 66.6667 | 60 | 53.4884 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0341 | 0.9966 | 1.2681 | 0.8967 | 0.9169 | 0.9866 |
Largest Winning Trade | 70056 | 70056 | 35819 | 104676 | 104676 | 38402 |
Largest Losing Trade | -36226 | -36226 | -33496 | -87271 | -87271 | -44540 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 3666 | 1956 | 1710 | 3666 | 1956 | 1710 |
Profit Streak | 115.7697 | 182.103 | 115.7697 | 115.7697 | 182.103 | 115.7697 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445159 | -209180 | 335345 | -72939 | -336815 | -78283 |
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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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