Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308308.9347 | 198509.7934 | 109799.1412 | 574566.4829 | 512071.7159 | 62494.767 |
Total P&L (%) | 308.3089 | 198.5098 | 109.7991 | 574.5665 | 512.0717 | 62.4948 |
Avg Daily Profit (%) | 0.296 | 0.1906 | 0.1054 | 0.1834 | 0.1741 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82831 | -40427 | -56697 | -930319 | -338001 | -619710 |
Profit Factor | 1.9221 | 2.2315 | 1.6341 | 1.2635 | 1.5102 | 1.0531 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 39.3258 | 36.3636 | 42.2222 | 39.3258 | 36.3636 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.9656 | 3.905 | 2.2362 | 1.9495 | 2.6429 | 1.4411 |
Largest Winning Trade | 93291 | 93291 | 55596 | 338941 | 338941 | 219000 |
Largest Losing Trade | -20550 | -20550 | -20458 | -185002 | -185002 | -178370 |
Avg Bars in Trades | 273 | 238 | 306 | 273 | 238 | 306 |
Avg Bars in Winners | 474 | 424 | 517 | 474 | 424 | 517 |
Avg Bars in Losers | 142 | 132 | 152 | 142 | 132 | 152 |
Bars Traded | 24300 | 10490 | 13810 | 24300 | 10490 | 13810 |
Profit Streak | 31.0597 | 0 | 32.4347 | 31.0597 | 0 | 32.4347 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313855 | 235542 | -51580 | 197820 | 181849 | -295667 |
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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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