Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224071.2622 | 10438.4483 | 213632.8139 | 221620.7287 | 12014.8265 | 209605.9023 |
Total P&L (%) | 224.0713 | 10.4384 | 213.6328 | 221.6207 | 12.0148 | 209.6059 |
Avg Daily Profit (%) | 0.2152 | 0.01 | 0.2052 | 0.1123 | 0.0109 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74021 | -103013 | -26850 | -101350 | -147484 | -37391 |
Profit Factor | 1.8205 | 1.0492 | 4.518 | 1.6657 | 1.0476 | 3.6056 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 83.6735 | 77.551 | 89.7959 | 83.6735 | 77.551 | 89.7959 |
Ratio Avg Win / Avg Loss | 0.3552 | 0.3037 | 0.5134 | 0.325 | 0.3032 | 0.4097 |
Largest Winning Trade | 15629 | 14138 | 15629 | 38107 | 38107 | 26642 |
Largest Losing Trade | -66023 | -66023 | -24596 | -76222 | -76222 | -34576 |
Avg Bars in Trades | 39 | 59 | 19 | 39 | 59 | 19 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 165 | 210 | 66 | 165 | 210 | 66 |
Bars Traded | 3865 | 2901 | 964 | 3865 | 2901 | 964 |
Profit Streak | 39.8612 | 83.3612 | 39.8612 | 39.8612 | 83.3612 | 39.8612 |
Trades During Streak | 12 | 17 | 6 | 12 | 17 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537975 | -494291 | 688016 | -36238 | -445807 | -37235 |
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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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