Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405833.8982 | 261178.6578 | 144655.2403 | 717674.6356 | 374776.9842 | 342897.6514 |
Total P&L (%) | 405.8339 | 261.1787 | 144.6552 | 717.6746 | 374.777 | 342.8977 |
Avg Daily Profit (%) | 0.2992 | 0.1926 | 0.1067 | 0.155 | 0.1149 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72451 | -74972 | -42747 | -407246 | -404735 | -198187 |
Profit Factor | 2.094 | 2.0966 | 2.0892 | 1.5403 | 1.4445 | 1.7068 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.764 | 2.9702 | 2.5713 | 2.0332 | 2.0463 | 2.1007 |
Largest Winning Trade | 131215 | 131215 | 51572 | 254159 | 224726 | 254159 |
Largest Losing Trade | -37702 | -37702 | -17272 | -143078 | -132048 | -143078 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 102 | 83 | 118 | 102 | 83 | 118 |
Avg Bars in Losers | 37 | 43 | 31 | 37 | 43 | 31 |
Bars Traded | 3793 | 1749 | 2045 | 3793 | 1749 | 2045 |
Profit Streak | 15.4756 | 43.1423 | 0 | 15.4756 | 43.1423 | 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 | -169149 | 312806 | -48697 | -171282 | -40368 | -45265 |
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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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