Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326031.3658 | 234042.0325 | 91989.3333 | 167262.6672 | 76535.3355 | 90727.3317 |
Total P&L (%) | 326.0314 | 234.042 | 91.9893 | 167.2627 | 76.5353 | 90.7273 |
Avg Daily Profit (%) | 0.1693 | 0.1215 | 0.0478 | 0.0511 | 0.0295 | 0.0335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177103 | -147440 | -41812 | -462952 | -347038 | -127397 |
Profit Factor | 1.7728 | 1.7769 | 1.7625 | 1.1571 | 1.1034 | 1.2797 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 49.4382 | 40.9091 | 57.7778 | 49.4382 | 40.9091 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.8131 | 2.5666 | 1.288 | 1.1834 | 1.5937 | 0.9352 |
Largest Winning Trade | 237001 | 237001 | 45449 | 239305 | 239305 | 95519 |
Largest Losing Trade | -42738 | -42738 | -14546 | -186288 | -186288 | -54596 |
Avg Bars in Trades | 40 | 72 | 9 | 40 | 72 | 9 |
Avg Bars in Winners | 52 | 112 | 11 | 52 | 112 | 11 |
Avg Bars in Losers | 28 | 44 | 7 | 28 | 44 | 7 |
Bars Traded | 3620 | 3189 | 432 | 3620 | 3189 | 432 |
Profit Streak | 10.6129 | 0 | 208.6129 | 10.6129 | 0 | 208.6129 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410010 | -30848 | -124140 | -171795 | -262644 | -147059 |
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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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