Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366154.4106 | 94247.8677 | 271906.5429 | 814136.8182 | 308233.7171 | 505903.1011 |
Total P&L (%) | 366.1544 | 94.2479 | 271.9065 | 814.1368 | 308.2337 | 505.9031 |
Avg Daily Profit (%) | 0.2834 | 0.0729 | 0.2105 | 0.1714 | 0.1089 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115525 | -117579 | -49599 | -248046 | -177815 | -231450 |
Profit Factor | 2.1163 | 1.4633 | 3.1823 | 1.9922 | 1.8453 | 2.1096 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 59.6491 | 46.4286 | 72.4138 | 59.6491 | 46.4286 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.4316 | 1.6885 | 1.2123 | 1.3476 | 2.1292 | 0.8037 |
Largest Winning Trade | 119238 | 119238 | 55268 | 141412 | 141412 | 122203 |
Largest Losing Trade | -33039 | -33039 | -33032 | -231450 | -47799 | -231450 |
Avg Bars in Trades | 65 | 57 | 73 | 65 | 57 | 73 |
Avg Bars in Winners | 59 | 48 | 66 | 59 | 48 | 66 |
Avg Bars in Losers | 75 | 66 | 91 | 75 | 66 | 91 |
Bars Traded | 3758 | 1622 | 2136 | 3758 | 1622 | 2136 |
Profit Streak | 121.0231 | 194.6898 | 121.0231 | 121.0231 | 194.6898 | 121.0231 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165545 | -114408 | 607802 | -166325 | -65116 | -905 |
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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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