Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690861.2741 | 583717.5975 | 107143.6765 | 826971.2863 | 139762.2742 | 687209.012 |
Total P&L (%) | 690.8613 | 583.7176 | 107.1437 | 826.9713 | 139.7623 | 687.209 |
Avg Daily Profit (%) | 0.3706 | 0.3131 | 0.0575 | 0.1195 | 0.0469 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98132 | -65921 | -63629 | -614440 | -507849 | -180548 |
Profit Factor | 2.2622 | 2.8591 | 1.4591 | 1.2495 | 1.0709 | 1.5117 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 38.0952 | 30.1887 | 46.1538 | 38.0952 | 30.1887 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.6761 | 6.6118 | 1.7023 | 2.0305 | 2.4765 | 1.7636 |
Largest Winning Trade | 488660 | 488660 | 48839 | 573492 | 573492 | 237943 |
Largest Losing Trade | -27900 | -27900 | -25420 | -154821 | -154821 | -153555 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 97 | 102 | 93 | 97 | 102 | 93 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 5424 | 2478 | 2946 | 5424 | 2478 | 2946 |
Profit Streak | 18.0707 | 31.0707 | 0 | 18.0707 | 31.0707 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360574 | -173034 | -295563 | -35940 | -459162 | -223805 |
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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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