Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625072.3605 | 515066.5089 | 110005.8516 | 768185.9429 | 502688.9355 | 265497.0074 |
Total P&L (%) | 625.0724 | 515.0665 | 110.0059 | 768.1859 | 502.6889 | 265.497 |
Avg Daily Profit (%) | 0.2501 | 0.206 | 0.044 | 0.0865 | 0.0719 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105322 | -101845 | -105012 | -384396 | -434277 | -247651 |
Profit Factor | 1.9731 | 2.5776 | 1.3483 | 1.3209 | 1.3633 | 1.2627 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 40.8163 | 42.8571 | 38.7755 | 40.8163 | 42.8571 | 38.7755 |
Ratio Avg Win / Avg Loss | 2.8611 | 3.4368 | 2.1289 | 1.9152 | 1.8177 | 1.9938 |
Largest Winning Trade | 244211 | 244211 | 58314 | 752345 | 752345 | 298975 |
Largest Losing Trade | -40313 | -33592 | -40313 | -384396 | -384396 | -171261 |
Avg Bars in Trades | 98 | 75 | 121 | 98 | 75 | 121 |
Avg Bars in Winners | 151 | 104 | 203 | 151 | 104 | 203 |
Avg Bars in Losers | 62 | 53 | 69 | 62 | 53 | 69 |
Bars Traded | 9641 | 3685 | 5956 | 9641 | 3685 | 5956 |
Profit Streak | 39.0603 | 53.8103 | 0 | 39.0603 | 53.8103 | 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 | 340205 | 391877 | -136909 | -78504 | -97084 | -126958 |
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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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