Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161878.5319 | 113609.2161 | 48269.3158 | 163404.3445 | 150794.2707 | 12610.0737 |
Total P&L (%) | 161.8785 | 113.6092 | 48.2693 | 163.4043 | 150.7943 | 12.6101 |
Avg Daily Profit (%) | 0.1554 | 0.1091 | 0.0463 | 0.093 | 0.0883 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56099 | -41757 | -49212 | -158452 | -99216 | -129564 |
Profit Factor | 1.5631 | 2.0416 | 1.2706 | 1.2927 | 1.7468 | 1.0354 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 71.2766 | 68.0851 | 74.4681 | 71.2766 | 68.0851 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.6299 | 0.957 | 0.4356 | 0.5209 | 0.8188 | 0.355 |
Largest Winning Trade | 40066 | 40066 | 13217 | 50095 | 50095 | 25779 |
Largest Losing Trade | -49212 | -25467 | -49212 | -129564 | -67638 | -129564 |
Avg Bars in Trades | 256 | 284 | 227 | 256 | 284 | 227 |
Avg Bars in Winners | 143 | 158 | 130 | 143 | 158 | 130 |
Avg Bars in Losers | 534 | 553 | 510 | 534 | 553 | 510 |
Bars Traded | 24065 | 13384 | 10680 | 24065 | 13384 | 10680 |
Profit Streak | 0 | 0 | 68.6866 | 0 | 0 | 68.6866 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379857 | -43859 | -129639 | -67119 | -72104 | -440819 |
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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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