Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447613.6983 | 365671.2519 | 81942.4464 | 71593.0993 | 25169.7951 | 46423.3042 |
Total P&L (%) | 447.6137 | 365.6713 | 81.9424 | 71.5931 | 25.1698 | 46.4233 |
Avg Daily Profit (%) | 0.2389 | 0.1952 | 0.0437 | 0.0288 | 0.012 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180952 | -121594 | -138516 | -679432 | -517348 | -349338 |
Profit Factor | 1.6707 | 2.0428 | 1.2587 | 1.0395 | 1.0264 | 1.0541 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 57.1429 | 61.9048 | 52.381 | 57.1429 | 61.9048 | 52.381 |
Ratio Avg Win / Avg Loss | 1.253 | 1.2571 | 1.1443 | 0.7796 | 0.6316 | 0.9583 |
Largest Winning Trade | 301213 | 301213 | 45048 | 157326 | 148197 | 157326 |
Largest Losing Trade | -41639 | -41639 | -41226 | -196444 | -196444 | -130916 |
Avg Bars in Trades | 86 | 103 | 68 | 86 | 103 | 68 |
Avg Bars in Winners | 98 | 112 | 80 | 98 | 112 | 80 |
Avg Bars in Losers | 70 | 88 | 55 | 70 | 88 | 55 |
Bars Traded | 7232 | 4348 | 2884 | 7232 | 4348 | 2884 |
Profit Streak | 15.1707 | 0 | 96.9207 | 15.1707 | 0 | 96.9207 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422722 | 429764 | -133354 | -331401 | -371987 | -328689 |
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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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