Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334204.2891 | 189275.6774 | 144928.6116 | 194810.5094 | 55736.5235 | 139073.9859 |
Total P&L (%) | 334.2043 | 189.2757 | 144.9286 | 194.8105 | 55.7365 | 139.074 |
Avg Daily Profit (%) | 0.1986 | 0.1125 | 0.0861 | 0.0643 | 0.0263 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106490 | -77858 | -54650 | -492301 | -277296 | -215005 |
Profit Factor | 1.5731 | 1.5322 | 1.637 | 1.1523 | 1.0684 | 1.2991 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 41.9355 | 32.6087 | 51.0638 | 41.9355 | 32.6087 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.1782 | 3.1666 | 1.5688 | 1.5954 | 2.2081 | 1.2449 |
Largest Winning Trade | 97409 | 97409 | 48666 | 274617 | 274617 | 96015 |
Largest Losing Trade | -41206 | -38229 | -41206 | -127717 | -127717 | -63338 |
Avg Bars in Trades | 69 | 73 | 64 | 69 | 73 | 64 |
Avg Bars in Winners | 103 | 112 | 97 | 103 | 112 | 97 |
Avg Bars in Losers | 44 | 54 | 30 | 44 | 54 | 30 |
Bars Traded | 6423 | 3380 | 3043 | 6423 | 3380 | 3043 |
Profit Streak | 109.2612 | 109.2612 | 109.5112 | 109.2612 | 109.2612 | 109.5112 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321785 | -46369 | -73712 | -160597 | -308924 | -122481 |
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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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