Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509654.3793 | 349159.3417 | 160495.0376 | 197373.2674 | 38487.8451 | 158885.4223 |
Total P&L (%) | 509.6544 | 349.1593 | 160.495 | 197.3733 | 38.4878 | 158.8854 |
Avg Daily Profit (%) | 0.2804 | 0.1921 | 0.0883 | 0.06 | 0.0179 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146397 | -151980 | -46140 | -275436 | -266708 | -93902 |
Profit Factor | 1.9386 | 2.0351 | 1.7802 | 1.1628 | 1.0458 | 1.4275 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 49.4118 | 47.619 | 51.1628 | 49.4118 | 47.619 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.9847 | 2.2386 | 1.6993 | 1.1905 | 1.1504 | 1.3627 |
Largest Winning Trade | 337828 | 337828 | 54027 | 247229 | 247229 | 84424 |
Largest Losing Trade | -59115 | -59115 | -49998 | -183250 | -183250 | -54351 |
Avg Bars in Trades | 60 | 49 | 70 | 60 | 49 | 70 |
Avg Bars in Winners | 72 | 53 | 89 | 72 | 53 | 89 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 5134 | 2098 | 3036 | 5134 | 2098 | 3036 |
Profit Streak | 31.9553 | 34.622 | 31.9553 | 31.9553 | 34.622 | 31.9553 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482513 | 398923 | -70936 | -153223 | -341761 | -121394 |
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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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