Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428419.9328 | 266544.5568 | 161875.376 | 660431.3029 | 159381.7644 | 501049.5385 |
Total P&L (%) | 428.4199 | 266.5446 | 161.8754 | 660.4313 | 159.3818 | 501.0495 |
Avg Daily Profit (%) | 0.2217 | 0.138 | 0.0838 | 0.1051 | 0.0493 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92577 | -59818 | -58639 | -1173170 | -577981 | -889955 |
Profit Factor | 1.9702 | 2.4455 | 1.6294 | 1.1388 | 1.0792 | 1.1826 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 55.914 | 55.3191 | 56.5217 | 55.914 | 55.3191 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.5535 | 1.9752 | 1.2534 | 0.8979 | 0.8716 | 0.9097 |
Largest Winning Trade | 190425 | 190425 | 60372 | 653572 | 364892 | 653572 |
Largest Losing Trade | -42278 | -26560 | -42278 | -535965 | -421327 | -535965 |
Avg Bars in Trades | 119 | 107 | 131 | 119 | 107 | 131 |
Avg Bars in Winners | 135 | 95 | 174 | 135 | 95 | 174 |
Avg Bars in Losers | 98 | 121 | 75 | 98 | 121 | 75 |
Bars Traded | 11069 | 5038 | 6031 | 11069 | 5038 | 6031 |
Profit Streak | 51.0168 | 51.0168 | 78.3501 | 51.0168 | 51.0168 | 78.3501 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487917 | -2876 | -77650 | -119790 | -260782 | -88420 |
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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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