Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264455.4923 | 87047.4226 | 177408.0697 | 315989.4666 | -78363.0679 | 394352.5344 |
Total P&L (%) | 264.4555 | 87.0474 | 177.4081 | 315.9895 | -78.3631 | 394.3525 |
Avg Daily Profit (%) | 0.179 | 0.0589 | 0.1201 | 0.0966 | -0.1036 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62495 | -59486 | -23497 | -349648 | -392900 | -122416 |
Profit Factor | 1.7875 | 1.3607 | 2.8776 | 1.3268 | 0.8934 | 2.7002 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 58.3333 | 59.5238 | 57.1429 | 58.3333 | 59.5238 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2768 | 0.9253 | 2.1582 | 0.9477 | 0.6075 | 2.0251 |
Largest Winning Trade | 53372 | 53372 | 34879 | 166461 | 76704 | 166461 |
Largest Losing Trade | -54987 | -54987 | -23497 | -320057 | -320057 | -122416 |
Avg Bars in Trades | 29 | 37 | 22 | 29 | 37 | 22 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 42 | 58 | 26 | 42 | 58 | 26 |
Bars Traded | 2519 | 1568 | 950 | 2519 | 1568 | 950 |
Profit Streak | 59.5664 | 59.5664 | 61.0664 | 59.5664 | 59.5664 | 61.0664 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459230 | -113183 | -24937 | -62444 | -578522 | -41090 |
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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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