Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354222.3481 | 146924.1476 | 207298.2005 | 715200.4103 | 237118.0806 | 478082.3297 |
Total P&L (%) | 354.2223 | 146.9241 | 207.2982 | 715.2004 | 237.1181 | 478.0823 |
Avg Daily Profit (%) | 0.3429 | 0.1422 | 0.2006 | 0.2033 | 0.1177 | 0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92471 | -91761 | -25802 | -274825 | -292977 | -66474 |
Profit Factor | 2.0283 | 1.5835 | 3.2371 | 1.8891 | 1.3875 | 3.4828 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 60.9756 | 51.2195 | 70.7317 | 60.9756 | 51.2195 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.2981 | 1.5081 | 1.3395 | 1.209 | 1.3215 | 1.4412 |
Largest Winning Trade | 82103 | 82103 | 30877 | 269755 | 269755 | 138903 |
Largest Losing Trade | -57179 | -57179 | -23048 | -235163 | -235163 | -66474 |
Avg Bars in Trades | 68 | 86 | 50 | 68 | 86 | 50 |
Avg Bars in Winners | 44 | 51 | 39 | 44 | 51 | 39 |
Avg Bars in Losers | 105 | 122 | 77 | 105 | 122 | 77 |
Bars Traded | 5631 | 3542 | 2089 | 5631 | 3542 | 2089 |
Profit Streak | 73.9562 | 73.9562 | 295.6228 | 73.9562 | 73.9562 | 295.6228 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218892 | 46725 | 608462 | 181282 | -33694 | 616091 |
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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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