Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340297.8443 | 252819.9381 | 87477.9062 | 486371.7388 | 56738.4091 | 429633.3297 |
Total P&L (%) | 340.2978 | 252.8199 | 87.4779 | 486.3717 | 56.7384 | 429.6333 |
Avg Daily Profit (%) | 0.3267 | 0.2427 | 0.084 | 0.1699 | 0.0432 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107205 | -66355 | -54443 | -395747 | -298577 | -166785 |
Profit Factor | 2.1099 | 2.6271 | 1.5785 | 1.4768 | 1.0932 | 2.0445 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.3108 | 2.8773 | 1.7288 | 1.6174 | 1.1973 | 2.2392 |
Largest Winning Trade | 173385 | 173385 | 54128 | 235193 | 167685 | 235193 |
Largest Losing Trade | -24515 | -22234 | -24515 | -111721 | -111721 | -79564 |
Avg Bars in Trades | 278 | 288 | 268 | 278 | 288 | 268 |
Avg Bars in Winners | 391 | 374 | 407 | 391 | 374 | 407 |
Avg Bars in Losers | 175 | 209 | 142 | 175 | 209 | 142 |
Bars Traded | 24522 | 12688 | 11834 | 24522 | 12688 | 11834 |
Profit Streak | 7.7899 | 7.7899 | 18.2482 | 7.7899 | 7.7899 | 18.2482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475318 | 462512 | -78199 | 364556 | -254316 | 392571 |
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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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