Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491379.1328 | 315407.1496 | 175971.9832 | 641886.4004 | 536971.9052 | 104914.4952 |
Total P&L (%) | 491.3791 | 315.4072 | 175.972 | 641.8864 | 536.9719 | 104.9145 |
Avg Daily Profit (%) | 0.3627 | 0.2328 | 0.1299 | 0.148 | 0.1368 | 0.053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157450 | -53528 | -193246 | -464311 | -169423 | -423432 |
Profit Factor | 1.6989 | 2.0539 | 1.4358 | 1.4707 | 1.9899 | 1.1277 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 46.6102 | 40.678 | 52.5424 | 46.6102 | 40.678 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.946 | 2.9952 | 1.2968 | 1.6846 | 2.9019 | 1.0186 |
Largest Winning Trade | 67970 | 67970 | 52137 | 249279 | 249279 | 155208 |
Largest Losing Trade | -78891 | -22315 | -78891 | -136630 | -52142 | -136630 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 47 | 40 | 52 | 47 | 40 | 52 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 3959 | 1820 | 2139 | 3959 | 1820 | 2139 |
Profit Streak | 38.3071 | 38.3071 | 137.9738 | 38.3071 | 38.3071 | 137.9738 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439726 | -168231 | -193692 | 260061 | -186282 | -377184 |
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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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