Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392406.7141 | 148037.6022 | 244369.1119 | 810644.5633 | 302657.5408 | 507987.0225 |
Total P&L (%) | 392.4067 | 148.0376 | 244.3691 | 810.6446 | 302.6575 | 507.987 |
Avg Daily Profit (%) | 0.2637 | 0.0995 | 0.1642 | 0.1486 | 0.0937 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112481 | -59823 | -89585 | -476010 | -300993 | -320026 |
Profit Factor | 1.7476 | 1.5763 | 1.9118 | 1.3434 | 1.254 | 1.4346 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 66.4179 | 67.1642 | 65.6716 | 66.4179 | 67.1642 | 65.6716 |
Ratio Avg Win / Avg Loss | 0.8836 | 0.7706 | 0.9993 | 0.6793 | 0.6131 | 0.7499 |
Largest Winning Trade | 103381 | 103381 | 60753 | 356076 | 356076 | 229103 |
Largest Losing Trade | -41419 | -41419 | -30398 | -300993 | -300993 | -143109 |
Avg Bars in Trades | 31 | 18 | 45 | 31 | 18 | 45 |
Avg Bars in Winners | 30 | 9 | 51 | 30 | 9 | 51 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 4250 | 1221 | 3029 | 4250 | 1221 | 3029 |
Profit Streak | 21.8858 | 41.8858 | 0 | 21.8858 | 41.8858 | 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 | 422409 | -173240 | -106481 | 266749 | -182988 | -145963 |
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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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