Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300351.5708 | 107571.7034 | 192779.8674 | 485583.2988 | 300463.1953 | 185120.1035 |
Total P&L (%) | 300.3516 | 107.5717 | 192.7799 | 485.5833 | 300.4632 | 185.1201 |
Avg Daily Profit (%) | 0.2324 | 0.0832 | 0.1492 | 0.1369 | 0.1074 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75505 | -48946 | -63257 | -902411 | -206075 | -807441 |
Profit Factor | 1.8225 | 1.5759 | 2.0808 | 1.2911 | 1.522 | 1.1694 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 56.6667 | 57.7778 | 55.5556 | 56.6667 | 57.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3937 | 1.1516 | 1.6646 | 0.9873 | 1.1123 | 0.9355 |
Largest Winning Trade | 60890 | 60890 | 54816 | 507840 | 317621 | 507840 |
Largest Losing Trade | -48629 | -41557 | -48629 | -703566 | -116002 | -703566 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 51 | 41 | 61 | 51 | 41 | 61 |
Avg Bars in Losers | 25 | 31 | 19 | 25 | 31 | 19 |
Bars Traded | 3602 | 1666 | 1936 | 3602 | 1666 | 1936 |
Profit Streak | 45.8514 | 45.8514 | 73.5181 | 45.8514 | 45.8514 | 73.5181 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444132 | -78420 | 410037 | -9875 | -46510 | -119165 |
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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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