Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422089.2429 | 275967.8728 | 146121.3701 | 1412913.0203 | 739346.4969 | 673566.5234 |
Total P&L (%) | 422.0892 | 275.9679 | 146.1214 | 1412.913 | 739.3465 | 673.5665 |
Avg Daily Profit (%) | 0.2976 | 0.1946 | 0.103 | 0.1917 | 0.1501 | 0.1443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111750 | -74862 | -45518 | -246832 | -228948 | -166352 |
Profit Factor | 2.1268 | 2.1985 | 2.0124 | 2.4629 | 2.3969 | 2.543 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 65 | 67.5 | 62.5 | 65 | 67.5 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1452 | 1.0586 | 1.2074 | 1.3262 | 1.1541 | 1.5258 |
Largest Winning Trade | 62995 | 62995 | 39102 | 233939 | 193807 | 233939 |
Largest Losing Trade | -46448 | -46448 | -20667 | -173960 | -173960 | -166352 |
Avg Bars in Trades | 101 | 121 | 81 | 101 | 121 | 81 |
Avg Bars in Winners | 97 | 123 | 70 | 97 | 123 | 70 |
Avg Bars in Losers | 108 | 116 | 101 | 108 | 116 | 101 |
Bars Traded | 8123 | 4853 | 3270 | 8123 | 4853 | 3270 |
Profit Streak | 13.4986 | 13.4986 | 76.8319 | 13.4986 | 13.4986 | 76.8319 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9088 | 487654 | -49708 | -8927 | 502755 | 285858 |
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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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