Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346928.7563 | 44350.8708 | 302577.8855 | 572554.6999 | 169722.0701 | 402832.6298 |
Total P&L (%) | 346.9288 | 44.3509 | 302.5779 | 572.5547 | 169.7221 | 402.8326 |
Avg Daily Profit (%) | 0.2269 | 0.029 | 0.1979 | 0.1247 | 0.0649 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111063 | -92390 | -96634 | -482391 | -251939 | -454822 |
Profit Factor | 1.6046 | 1.147 | 2.112 | 1.3392 | 1.2234 | 1.4341 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 55.3846 | 50.7692 | 60 | 55.3846 | 50.7692 | 60 |
Ratio Avg Win / Avg Loss | 1.2926 | 1.1122 | 1.408 | 1.0788 | 1.1863 | 0.9561 |
Largest Winning Trade | 42410 | 42410 | 35173 | 89078 | 89078 | 88536 |
Largest Losing Trade | -59572 | -44440 | -59572 | -357338 | -132565 | -357338 |
Avg Bars in Trades | 21 | 13 | 30 | 21 | 13 | 30 |
Avg Bars in Winners | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Losers | 21 | 11 | 34 | 21 | 11 | 34 |
Bars Traded | 2800 | 850 | 1950 | 2800 | 850 | 1950 |
Profit Streak | 81.5482 | 84.5482 | 81.5482 | 81.5482 | 84.5482 | 81.5482 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453675 | -344737 | -118508 | -22935 | -236575 | -181671 |
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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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