Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736266.2771 | 563405.4713 | 172860.8058 | 90173.7221 | 8209.4344 | 81964.2878 |
Total P&L (%) | 736.2663 | 563.4055 | 172.8608 | 90.1737 | 8.2094 | 81.9643 |
Avg Daily Profit (%) | 0.3088 | 0.2363 | 0.0725 | 0.027 | 0.0033 | 0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148215 | -82956 | -101892 | -472692 | -214082 | -318438 |
Profit Factor | 2.0721 | 2.5842 | 1.5221 | 1.0738 | 1.0141 | 1.1282 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 60.4938 | 60.9756 | 60 | 60.4938 | 60.9756 | 60 |
Ratio Avg Win / Avg Loss | 1.3532 | 1.6539 | 1.0147 | 0.7012 | 0.649 | 0.7521 |
Largest Winning Trade | 164360 | 164360 | 61380 | 139130 | 77972 | 139130 |
Largest Losing Trade | -97419 | -42165 | -97419 | -168268 | -137102 | -168268 |
Avg Bars in Trades | 83 | 60 | 107 | 83 | 60 | 107 |
Avg Bars in Winners | 93 | 45 | 143 | 93 | 45 | 143 |
Avg Bars in Losers | 68 | 82 | 54 | 68 | 82 | 54 |
Bars Traded | 6783 | 2475 | 4308 | 6783 | 2475 | 4308 |
Profit Streak | 116.8355 | 116.8355 | 306.5021 | 116.8355 | 116.8355 | 306.5021 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1885 | 550728 | -92028 | -311587 | -558855 | -237831 |
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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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