Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223315.5255 | 114020.7768 | 109294.7487 | 231912.6197 | 45246.9664 | 186665.6533 |
Total P&L (%) | 223.3155 | 114.0208 | 109.2947 | 231.9126 | 45.247 | 186.6657 |
Avg Daily Profit (%) | 0.2419 | 0.1235 | 0.1184 | 0.1301 | 0.0404 | 0.1142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69964 | -77081 | -31357 | -251539 | -235494 | -117824 |
Profit Factor | 1.7418 | 1.5492 | 2.1695 | 1.2726 | 1.0796 | 1.6617 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 55.4217 | 43.9024 | 66.6667 | 55.4217 | 43.9024 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.401 | 1.9796 | 1.0847 | 1.0236 | 1.3794 | 0.8308 |
Largest Winning Trade | 109290 | 109290 | 29809 | 144009 | 144009 | 67847 |
Largest Losing Trade | -36847 | -36847 | -20805 | -125342 | -125342 | -66013 |
Avg Bars in Trades | 41 | 48 | 33 | 41 | 48 | 33 |
Avg Bars in Winners | 48 | 65 | 36 | 48 | 65 | 36 |
Avg Bars in Losers | 32 | 35 | 26 | 32 | 35 | 26 |
Bars Traded | 3403 | 2005 | 1398 | 3403 | 2005 | 1398 |
Profit Streak | 62.2004 | 62.2004 | 75.4504 | 62.2004 | 62.2004 | 75.4504 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395468 | -27153 | -28281 | -18657 | -275409 | -36592 |
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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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