Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188130.3779 | 81856.1497 | 106274.2283 | 199882.5471 | 66525.05 | 133357.4971 |
Total P&L (%) | 188.1304 | 81.8562 | 106.2742 | 199.8825 | 66.5251 | 133.3575 |
Avg Daily Profit (%) | 0.2021 | 0.088 | 0.1142 | 0.1181 | 0.0548 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54784 | -61112 | -58382 | -63319 | -83299 | -63811 |
Profit Factor | 1.5354 | 1.4373 | 1.6473 | 1.457 | 1.2729 | 1.689 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 48.8636 | 38.6364 | 59.0909 | 48.8636 | 38.6364 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.6068 | 2.2828 | 1.1404 | 1.5248 | 2.0216 | 1.1693 |
Largest Winning Trade | 71318 | 71318 | 36372 | 68878 | 68878 | 55377 |
Largest Losing Trade | -22793 | -16981 | -22793 | -42270 | -35257 | -42270 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 44 | 47 | 42 | 44 | 47 | 42 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 2710 | 1350 | 1360 | 2710 | 1350 | 1360 |
Profit Streak | 18.1575 | 0 | 143.4909 | 18.1575 | 0 | 143.4909 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382679 | -77861 | -35892 | -32864 | -123286 | -66607 |
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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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