Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560580.0267 | 395368.2846 | 165211.7421 | 1575956.9846 | 960492.0163 | 615464.9683 |
Total P&L (%) | 560.58 | 395.3683 | 165.2117 | 1575.957 | 960.492 | 615.465 |
Avg Daily Profit (%) | 0.295 | 0.2081 | 0.087 | 0.1485 | 0.1244 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81107 | -66158 | -124384 | -370950 | -458603 | -543750 |
Profit Factor | 2.146 | 2.6456 | 1.6638 | 1.7146 | 1.8894 | 1.5468 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 65.4762 | 66.6667 | 64.2857 | 65.4762 | 66.6667 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1315 | 1.3228 | 0.9243 | 0.904 | 0.9447 | 0.8593 |
Largest Winning Trade | 98725 | 98725 | 42759 | 326340 | 326340 | 245313 |
Largest Losing Trade | -74823 | -48834 | -74823 | -318841 | -318841 | -264071 |
Avg Bars in Trades | 64 | 69 | 58 | 64 | 69 | 58 |
Avg Bars in Winners | 56 | 62 | 48 | 56 | 62 | 48 |
Avg Bars in Losers | 80 | 84 | 77 | 80 | 84 | 77 |
Bars Traded | 5414 | 2939 | 2475 | 5414 | 2939 | 2475 |
Profit Streak | 44.9415 | 0 | 337.9415 | 44.9415 | 0 | 337.9415 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535855 | 497843 | -73154 | 328147 | -23567 | -50964 |
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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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