Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327721.2498 | 129284.7072 | 198436.5426 | 727490.7954 | 361366.7076 | 366124.0877 |
Total P&L (%) | 327.7213 | 129.2847 | 198.4365 | 727.4908 | 361.3667 | 366.1241 |
Avg Daily Profit (%) | 0.3184 | 0.1256 | 0.1928 | 0.2055 | 0.1487 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81631 | -68486 | -44619 | -287618 | -212058 | -185604 |
Profit Factor | 1.9323 | 1.5342 | 2.8122 | 1.7728 | 1.5823 | 2.1416 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 57.7778 | 48.8889 | 66.6667 | 57.7778 | 48.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.412 | 1.6039 | 1.4061 | 1.2955 | 1.6542 | 1.0708 |
Largest Winning Trade | 87471 | 87471 | 36435 | 357055 | 357055 | 81305 |
Largest Losing Trade | -47082 | -47082 | -25520 | -142025 | -142025 | -102332 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 42 | 47 | 34 | 42 | 47 | 34 |
Bars Traded | 3615 | 1859 | 1756 | 3615 | 1859 | 1756 |
Profit Streak | 53.1764 | 0 | 75.4264 | 53.1764 | 0 | 75.4264 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468104 | -23065 | 554931 | 437295 | 286927 | 479141 |
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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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