Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524729.1601 | 376067.1525 | 148662.0076 | 284196.3535 | 179082.8763 | 105113.4772 |
Total P&L (%) | 524.7292 | 376.0672 | 148.662 | 284.1964 | 179.0829 | 105.1135 |
Avg Daily Profit (%) | 0.3861 | 0.2767 | 0.1094 | 0.0991 | 0.0756 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143743 | -82117 | -97631 | -185775 | -85407 | -147192 |
Profit Factor | 1.9825 | 2.2729 | 1.6229 | 1.3552 | 1.4429 | 1.2655 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 44.3182 | 31.8182 | 56.8182 | 44.3182 | 31.8182 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.4908 | 4.8706 | 1.2334 | 1.7026 | 3.0919 | 0.9618 |
Largest Winning Trade | 293857 | 293857 | 52297 | 110940 | 110940 | 105707 |
Largest Losing Trade | -69539 | -27628 | -69539 | -123586 | -44992 | -123586 |
Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Winners | 71 | 73 | 70 | 71 | 73 | 70 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 4001 | 1770 | 2231 | 4001 | 1770 | 2231 |
Profit Streak | 19.4013 | 39.7346 | 19.4013 | 19.4013 | 39.7346 | 19.4013 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449472 | 221003 | -43489 | -60062 | -96469 | -122598 |
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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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