Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325757.9744 | 58129.3919 | 267628.5825 | 413124.7124 | 62668.0979 | 350456.6145 |
Total P&L (%) | 325.758 | 58.1294 | 267.6286 | 413.1247 | 62.6681 | 350.4566 |
Avg Daily Profit (%) | 0.2137 | 0.0381 | 0.1756 | 0.1073 | 0.0319 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56576 | -59275 | -67865 | -422597 | -198294 | -229448 |
Profit Factor | 1.6596 | 1.2408 | 2.0601 | 1.2766 | 1.0977 | 1.4114 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 53.0612 | 42.8571 | 63.2653 | 53.0612 | 42.8571 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.4681 | 1.6543 | 1.1962 | 1.1293 | 1.4636 | 0.8195 |
Largest Winning Trade | 80467 | 80467 | 58534 | 189863 | 100488 | 189863 |
Largest Losing Trade | -37970 | -32636 | -37970 | -181078 | -159153 | -181078 |
Avg Bars in Trades | 58 | 36 | 80 | 58 | 36 | 80 |
Avg Bars in Winners | 55 | 27 | 74 | 55 | 27 | 74 |
Avg Bars in Losers | 61 | 43 | 91 | 61 | 43 | 91 |
Bars Traded | 5740 | 1788 | 3951 | 5740 | 1788 | 3951 |
Profit Streak | 26.6022 | 26.6022 | 64.6022 | 26.6022 | 26.6022 | 64.6022 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412004 | -144056 | 468207 | -48063 | -265948 | -59197 |
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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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