Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345010.2478 | 212171.7983 | 132838.4495 | 436511.4814 | 227805.1923 | 208706.2891 |
Total P&L (%) | 345.0102 | 212.1718 | 132.8384 | 436.5115 | 227.8052 | 208.7063 |
Avg Daily Profit (%) | 0.3312 | 0.2037 | 0.1275 | 0.1614 | 0.114 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99573 | -54571 | -98635 | -109733 | -121719 | -118667 |
Profit Factor | 1.9379 | 2.4665 | 1.5952 | 1.9349 | 2.1561 | 1.7734 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 69.8925 | 67.3913 | 72.3404 | 69.8925 | 67.3913 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.8348 | 1.1934 | 0.6099 | 0.8335 | 1.0433 | 0.6781 |
Largest Winning Trade | 37242 | 29996 | 37242 | 145590 | 61893 | 145590 |
Largest Losing Trade | -80230 | -37505 | -80230 | -104871 | -91008 | -104871 |
Avg Bars in Trades | 266 | 287 | 245 | 266 | 287 | 245 |
Avg Bars in Winners | 178 | 198 | 160 | 178 | 198 | 160 |
Avg Bars in Losers | 469 | 471 | 468 | 469 | 471 | 468 |
Bars Traded | 24747 | 13205 | 11542 | 24747 | 13205 | 11542 |
Profit Streak | 43.8777 | 97.211 | 43.8777 | 43.8777 | 97.211 | 43.8777 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515507 | 540301 | -18153 | 463054 | -33994 | -43461 |
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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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