Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513925.9733 | 434488.3492 | 79437.6241 | 229190.3245 | 310253.8961 | -81063.5716 |
Total P&L (%) | 513.926 | 434.4883 | 79.4376 | 229.1903 | 310.2539 | -81.0636 |
Avg Daily Profit (%) | 0.2736 | 0.2313 | 0.0423 | 0.0635 | 0.0752 | -0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134503 | -97159 | -180566 | -239922 | -137947 | -248160 |
Profit Factor | 1.7862 | 2.282 | 1.2524 | 1.3248 | 1.8707 | 0.768 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 40.4494 | 35.5556 | 45.4545 | 40.4494 | 35.5556 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6297 | 4.1361 | 1.5029 | 1.9503 | 3.3907 | 0.9216 |
Largest Winning Trade | 267085 | 267085 | 80446 | 170963 | 170963 | 57182 |
Largest Losing Trade | -41820 | -39531 | -41820 | -93979 | -93979 | -56599 |
Avg Bars in Trades | 244 | 226 | 262 | 244 | 226 | 262 |
Avg Bars in Winners | 401 | 400 | 402 | 401 | 400 | 402 |
Avg Bars in Losers | 137 | 130 | 145 | 137 | 130 | 145 |
Bars Traded | 21752 | 10199 | 11553 | 21752 | 10199 | 11553 |
Profit Streak | 86.8872 | 252.6372 | 0 | 86.8872 | 252.6372 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328911 | 275507 | -137220 | -109771 | -93590 | -582487 |
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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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