Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397010.0427 | 281020.3486 | 115989.6942 | 365840.4791 | 264340.2502 | 101500.2289 |
Total P&L (%) | 397.01 | 281.0203 | 115.9897 | 365.8405 | 264.3403 | 101.5002 |
Avg Daily Profit (%) | 0.1663 | 0.1177 | 0.0486 | 0.0645 | 0.0542 | 0.0294 |
Buy And Hold Return (%) | 93.07 | 93.07 | 93.07 | 93.07 | 93.07 | 93.07 |
Max Trade Drawdown | -92875 | -85010 | -128521 | -156387 | -197916 | -157806 |
Profit Factor | 1.9767 | 3.0209 | 1.4337 | 1.5747 | 1.9802 | 1.2766 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 73.6264 | 73.913 | 73.3333 | 73.6264 | 73.913 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7081 | 1.0662 | 0.5213 | 0.5641 | 0.6989 | 0.4642 |
Largest Winning Trade | 59311 | 59311 | 58205 | 98527 | 98527 | 72081 |
Largest Losing Trade | -80819 | -43142 | -80819 | -127069 | -122276 | -127069 |
Avg Bars in Trades | 49 | 51 | 46 | 49 | 51 | 46 |
Avg Bars in Winners | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Losers | 96 | 101 | 91 | 96 | 101 | 91 |
Bars Traded | 4469 | 2371 | 2098 | 4469 | 2371 | 2098 |
Profit Streak | 316.2137 | 530.7137 | 316.2137 | 316.2137 | 530.7137 | 316.2137 |
Trades During Streak | 9 | 8 | 4 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409589 | -29706 | -213501 | -103983 | -118256 | -288539 |
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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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