Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380833.1243 | 156122.857 | 224710.2673 | 896456.4633 | 481461.8825 | 414994.5808 |
Total P&L (%) | 380.8331 | 156.1229 | 224.7103 | 896.4565 | 481.4619 | 414.9946 |
Avg Daily Profit (%) | 0.3719 | 0.1525 | 0.2194 | 0.2248 | 0.1721 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85149 | -83344 | -60610 | -215697 | -206963 | -176918 |
Profit Factor | 1.8323 | 1.6699 | 2.0009 | 1.7046 | 1.869 | 1.5777 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 57.5 | 57.5 | 57.5 | 57.5 | 57.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.3543 | 1.2343 | 1.4789 | 1.2599 | 1.3814 | 1.1662 |
Largest Winning Trade | 69685 | 69685 | 35352 | 239296 | 239296 | 172690 |
Largest Losing Trade | -37526 | -36874 | -37526 | -176918 | -144917 | -176918 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 31 | 21 | 41 | 31 | 21 | 41 |
Avg Bars in Losers | 41 | 49 | 32 | 41 | 49 | 32 |
Bars Traded | 2858 | 1336 | 1522 | 2858 | 1336 | 1522 |
Profit Streak | 58.3396 | 132.6729 | 58.3396 | 58.3396 | 132.6729 | 58.3396 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9615 | 420627 | 448461 | -10702 | 440485 | 397478 |
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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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