Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278941.0213 | 211286.2812 | 67654.7401 | 354176.9237 | 174507.9056 | 179669.0181 |
Total P&L (%) | 278.941 | 211.2863 | 67.6547 | 354.1769 | 174.5079 | 179.669 |
Avg Daily Profit (%) | 0.2572 | 0.1948 | 0.0624 | 0.1396 | 0.0932 | 0.0949 |
Buy And Hold Return (%) | 11.8193 | 11.8193 | 11.8193 | 11.8193 | 11.8193 | 11.8193 |
Max Trade Drawdown | -54243 | -76422 | -47775 | -273178 | -305148 | -54281 |
Profit Factor | 1.8696 | 1.9403 | 1.7042 | 1.4223 | 1.2683 | 1.9542 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 64.8352 | 56.5217 | 73.3333 | 64.8352 | 56.5217 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.014 | 1.4926 | 0.6197 | 0.7714 | 0.9756 | 0.7106 |
Largest Winning Trade | 122019 | 122019 | 15459 | 191812 | 191812 | 44083 |
Largest Losing Trade | -39130 | -31810 | -39130 | -146299 | -146299 | -42190 |
Avg Bars in Trades | 45 | 79 | 10 | 45 | 79 | 10 |
Avg Bars in Winners | 38 | 74 | 10 | 38 | 74 | 10 |
Avg Bars in Losers | 57 | 86 | 9 | 57 | 86 | 9 |
Bars Traded | 4118 | 3667 | 451 | 4118 | 3667 | 451 |
Profit Streak | 22.3585 | 22.3585 | 23.3585 | 22.3585 | 22.3585 | 23.3585 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505222 | 418247 | -106113 | -3971 | -68907 | -61457 |
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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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