Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493471.7801 | 361230.7039 | 132241.0762 | 191703.411 | 117514.2717 | 74189.1393 |
Total P&L (%) | 493.4718 | 361.2307 | 132.2411 | 191.7034 | 117.5143 | 74.1891 |
Avg Daily Profit (%) | 0.3615 | 0.2646 | 0.0969 | 0.0785 | 0.0569 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144735 | -95319 | -104743 | -228525 | -105276 | -181254 |
Profit Factor | 1.8457 | 2.1444 | 1.4937 | 1.22 | 1.2964 | 1.1563 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 46 | 30 | 16 | 46 | 30 | 16 |
Profitability (%) | 46.5116 | 30.2326 | 62.7907 | 46.5116 | 30.2326 | 62.7907 |
Ratio Avg Win / Avg Loss | 2.1226 | 4.9486 | 0.8852 | 1.403 | 2.9916 | 0.6852 |
Largest Winning Trade | 312157 | 312157 | 52541 | 114005 | 109456 | 114005 |
Largest Losing Trade | -43012 | -35508 | -43012 | -181254 | -37404 | -181254 |
Avg Bars in Trades | 187 | 166 | 207 | 187 | 166 | 207 |
Avg Bars in Winners | 280 | 301 | 269 | 280 | 301 | 269 |
Avg Bars in Losers | 106 | 107 | 103 | 106 | 107 | 103 |
Bars Traded | 16086 | 7144 | 8942 | 16086 | 7144 | 8942 |
Profit Streak | 46.3267 | 46.3267 | 56.5767 | 46.3267 | 46.3267 | 56.5767 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460633 | 186248 | -61358 | -88318 | -122793 | -186202 |
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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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