Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179189.0543 | 85395.9487 | 93793.1056 | 158101.2331 | 86530.7629 | 71570.4702 |
Total P&L (%) | 179.1891 | 85.3959 | 93.7931 | 158.1012 | 86.5308 | 71.5705 |
Avg Daily Profit (%) | 0.1932 | 0.0921 | 0.1012 | 0.1023 | 0.0673 | 0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43625 | -53023 | -46579 | -136562 | -106658 | -78525 |
Profit Factor | 1.4592 | 1.4021 | 1.5274 | 1.2356 | 1.2502 | 1.22 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 47.6744 | 41.8605 | 53.4884 | 47.6744 | 41.8605 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.6016 | 1.9474 | 1.3282 | 1.3561 | 1.7364 | 1.0609 |
Largest Winning Trade | 65812 | 65812 | 31147 | 83880 | 83880 | 55503 |
Largest Losing Trade | -24449 | -15835 | -24449 | -61680 | -28300 | -61680 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 3491 | 1858 | 1632 | 3491 | 1858 | 1632 |
Profit Streak | 15.324 | 0 | 17.574 | 15.324 | 0 | 17.574 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347042 | -71307 | -55393 | -56793 | -105355 | -114494 |
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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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