Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385754.8686 | 303501.7162 | 82253.1524 | 405246.8241 | 349083.0779 | 56163.7462 |
Total P&L (%) | 385.7549 | 303.5017 | 82.2532 | 405.2468 | 349.0831 | 56.1637 |
Avg Daily Profit (%) | 0.2833 | 0.2229 | 0.0604 | 0.119 | 0.1104 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173926 | -91219 | -168079 | -244526 | -106753 | -231771 |
Profit Factor | 1.6424 | 1.9608 | 1.289 | 1.535 | 1.8771 | 1.1563 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 49.3976 | 40.4762 | 58.5366 | 49.3976 | 40.4762 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.6825 | 2.8836 | 0.9131 | 1.5725 | 2.7605 | 0.819 |
Largest Winning Trade | 67052 | 67052 | 38096 | 202799 | 202799 | 47145 |
Largest Losing Trade | -50392 | -31635 | -50392 | -138300 | -78916 | -138300 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 2446 | 1261 | 1185 | 2446 | 1261 | 1185 |
Profit Streak | 87.087 | 101.587 | 87.087 | 87.087 | 101.587 | 87.087 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419754 | 332536 | -111523 | -31227 | -44370 | -197999 |
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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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