Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293572.6491 | 35167.0462 | 258405.6029 | 236820.3318 | 45993.0756 | 190827.2562 |
Total P&L (%) | 293.5726 | 35.167 | 258.4056 | 236.8203 | 45.9931 | 190.8273 |
Avg Daily Profit (%) | 0.1914 | 0.0229 | 0.1685 | 0.0792 | 0.0247 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142838 | -109488 | -89083 | -785122 | -327673 | -614675 |
Profit Factor | 1.6596 | 1.1421 | 2.3083 | 1.11 | 1.0485 | 1.1585 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 76.1905 | 69.0476 | 83.3333 | 76.1905 | 69.0476 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5186 | 0.512 | 0.4617 | 0.3469 | 0.47 | 0.2317 |
Largest Winning Trade | 41328 | 34891 | 41328 | 153882 | 153882 | 144549 |
Largest Losing Trade | -52685 | -52309 | -52685 | -378434 | -165116 | -378434 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 23 | 13 | 31 | 23 | 13 | 31 |
Avg Bars in Losers | 61 | 55 | 74 | 61 | 55 | 74 |
Bars Traded | 2750 | 1117 | 1633 | 2750 | 1117 | 1633 |
Profit Streak | 35.0612 | 85.5612 | 35.0612 | 35.0612 | 85.5612 | 35.0612 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480450 | -226621 | 511829 | -182931 | -326244 | -142598 |
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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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