Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353117.1668 | 133406.1815 | 219710.9853 | 128845.4693 | 16384.2566 | 112461.2126 |
Total P&L (%) | 353.1172 | 133.4062 | 219.711 | 128.8455 | 16.3843 | 112.4612 |
Avg Daily Profit (%) | 0.2337 | 0.0883 | 0.1454 | 0.0548 | 0.01 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100025 | -72340 | -74729 | -259727 | -146527 | -169646 |
Profit Factor | 1.6753 | 1.4205 | 2.0681 | 1.1341 | 1.0311 | 1.2585 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 64.0449 | 52.2727 | 75.5556 | 64.0449 | 52.2727 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.9405 | 1.297 | 0.6691 | 0.6367 | 0.9415 | 0.4072 |
Largest Winning Trade | 142484 | 142484 | 33320 | 90053 | 90053 | 51244 |
Largest Losing Trade | -73797 | -63731 | -73797 | -125846 | -125846 | -97323 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Losers | 41 | 44 | 36 | 41 | 44 | 36 |
Bars Traded | 2963 | 1606 | 1358 | 2963 | 1606 | 1358 |
Profit Streak | 54.3549 | 83.3549 | 54.3549 | 54.3549 | 83.3549 | 54.3549 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418489 | -73354 | 221980 | -191143 | -375745 | -124186 |
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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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