Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354248.065 | 125233.0603 | 229015.0047 | 1032014.8328 | 402147.6982 | 629867.1346 |
Total P&L (%) | 354.2481 | 125.2331 | 229.015 | 1032.0148 | 402.1477 | 629.8671 |
Avg Daily Profit (%) | 0.3442 | 0.1217 | 0.2225 | 0.236 | 0.1569 | 0.1933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53192 | -61550 | -43860 | -470575 | -400649 | -187448 |
Profit Factor | 1.8191 | 1.4656 | 2.4003 | 1.6243 | 1.3611 | 2.1676 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 49.5727 | 38.9831 | 60.3448 | 49.5727 | 38.9831 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.8504 | 2.294 | 1.5773 | 1.6523 | 2.1304 | 1.4245 |
Largest Winning Trade | 83978 | 83978 | 38416 | 614530 | 614530 | 147484 |
Largest Losing Trade | -23065 | -23065 | -19043 | -192198 | -192198 | -108914 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 26 | 32 | 22 | 26 | 32 | 22 |
Avg Bars in Losers | 23 | 24 | 20 | 23 | 24 | 20 |
Bars Traded | 2917 | 1649 | 1268 | 2917 | 1649 | 1268 |
Profit Streak | 17.1441 | 17.1441 | 18.8108 | 17.1441 | 17.1441 | 18.8108 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496583 | -208774 | -165489 | 464778 | -171573 | -166882 |
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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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