Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187742.1927 | 135532.9946 | 52209.1981 | 143252.7017 | 114579.114 | 28673.5877 |
Total P&L (%) | 187.7422 | 135.533 | 52.2092 | 143.2527 | 114.5791 | 28.6736 |
Avg Daily Profit (%) | 0.2041 | 0.1473 | 0.0567 | 0.0967 | 0.083 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83056 | -61486 | -33921 | -123693 | -90817 | -46816 |
Profit Factor | 1.6051 | 1.7676 | 1.3904 | 1.3404 | 1.4597 | 1.1671 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 41.3043 | 34.7826 | 47.8261 | 41.3043 | 34.7826 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.2809 | 3.3143 | 1.5168 | 1.9047 | 2.7369 | 1.2732 |
Largest Winning Trade | 123343 | 123343 | 27220 | 115594 | 115594 | 30736 |
Largest Losing Trade | -34823 | -34823 | -19400 | -55896 | -55896 | -36291 |
Avg Bars in Trades | 230 | 229 | 231 | 230 | 229 | 231 |
Avg Bars in Winners | 362 | 386 | 345 | 362 | 386 | 345 |
Avg Bars in Losers | 137 | 145 | 126 | 137 | 145 | 126 |
Bars Traded | 21181 | 10547 | 10634 | 21181 | 10547 | 10634 |
Profit Streak | 222.1861 | 222.1861 | 223.3944 | 222.1861 | 222.1861 | 223.3944 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323557 | 88782 | -116001 | -64189 | -84433 | -195633 |
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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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