Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308766.2577 | 272168.7477 | 36597.51 | 254749.0151 | 180164.5334 | 74584.4817 |
Total P&L (%) | 308.7663 | 272.1687 | 36.5975 | 254.749 | 180.1645 | 74.5845 |
Avg Daily Profit (%) | 0.2497 | 0.2201 | 0.0296 | 0.1025 | 0.0834 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124150 | -48951 | -154293 | -294874 | -66138 | -259413 |
Profit Factor | 1.6267 | 3.0835 | 1.1011 | 1.4172 | 1.9217 | 1.1797 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 71 | 34 | 37 | 63 | 31 | 32 |
Losing Trades | 16 | 9 | 7 | 24 | 12 | 12 |
Profitability (%) | 81.6092 | 79.0698 | 84.0909 | 72.4138 | 72.093 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.3666 | 0.8162 | 0.2083 | 0.5399 | 0.7439 | 0.4424 |
Largest Winning Trade | 33980 | 33980 | 31260 | 168973 | 60814 | 168973 |
Largest Losing Trade | -124150 | -41246 | -124150 | -188562 | -66138 | -188562 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 23 | 27 | 19 | 26 | 27 | 26 |
Avg Bars in Losers | 116 | 120 | 112 | 76 | 97 | 55 |
Bars Traded | 3514 | 2004 | 1510 | 3514 | 2004 | 1510 |
Profit Streak | 17.0546 | 17.0546 | 25.7213 | 17.0546 | 17.0546 | 25.7213 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517770 | 550663 | -261501 | -52149 | -77299 | -153250 |
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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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