Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137571.1715 | 233253.982 | -95682.8105 | 1306186.8386 | 723156.4057 | 583030.4329 |
Total P&L (%) | 137.5712 | 233.254 | -95.6828 | 1306.1868 | 723.1564 | 583.0304 |
Avg Daily Profit (%) | 0.1104 | 0.1872 | -0.0768 | 0.2124 | 0.1693 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -298811 | -46877 | -295602 | -643034 | -491716 | -503989 |
Profit Factor | 1.2093 | 2.3819 | 0.8041 | 1.565 | 1.712 | 1.4497 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 31 | 35 | 66 | 32 | 34 |
Losing Trades | 24 | 14 | 10 | 24 | 13 | 11 |
Profitability (%) | 73.3333 | 68.8889 | 77.7778 | 73.3333 | 71.1111 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.4398 | 1.0757 | 0.2297 | 0.5691 | 0.6955 | 0.469 |
Largest Winning Trade | 41118 | 41118 | 36006 | 392817 | 251000 | 392817 |
Largest Losing Trade | -219037 | -39787 | -219037 | -450981 | -439400 | -450981 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 54 | 61 | 49 | 59 | 64 | 55 |
Avg Bars in Losers | 147 | 136 | 162 | 134 | 136 | 132 |
Bars Traded | 7166 | 3818 | 3348 | 7166 | 3818 | 3348 |
Profit Streak | 24.4306 | 24.4306 | 67.9306 | 24.4306 | 24.4306 | 67.9306 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43159 | 503870 | -575730 | 459024 | 417201 | 422614 |
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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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