Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245320.2246 | 191433.3388 | 53886.8858 | 52118.5271 | 86539.4946 | -34420.9675 |
Total P&L (%) | 245.3202 | 191.4333 | 53.8869 | 52.1185 | 86.5395 | -34.421 |
Avg Daily Profit (%) | 0.196 | 0.153 | 0.0431 | 0.0335 | 0.0498 | -0.0337 |
Buy And Hold Return (%) | 39.8467 | 39.8467 | 39.8467 | 39.8467 | 39.8467 | 39.8467 |
Max Trade Drawdown | -121886 | -47323 | -104150 | -148099 | -95816 | -129748 |
Profit Factor | 1.5014 | 1.9778 | 1.1836 | 1.093 | 1.3738 | 0.8954 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 64.1975 | 63.4146 | 65 | 64.1975 | 63.4146 | 65 |
Ratio Avg Win / Avg Loss | 0.8373 | 1.141 | 0.6373 | 0.6095 | 0.7926 | 0.4822 |
Largest Winning Trade | 48060 | 48060 | 44040 | 56726 | 48060 | 56726 |
Largest Losing Trade | -72024 | -34379 | -72024 | -92092 | -60004 | -92092 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 2333 | 1153 | 1180 | 2333 | 1153 | 1180 |
Profit Streak | 30.4137 | 30.4137 | 77.4137 | 30.4137 | 30.4137 | 77.4137 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6207 | 394221 | -208566 | -350890 | -130649 | -577563 |
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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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