Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404948.6703 | 349150.4196 | 55798.2507 | 146364.2214 | 70830.6091 | 75533.6123 |
Total P&L (%) | 404.9487 | 349.1504 | 55.7983 | 146.3642 | 70.8306 | 75.5336 |
Avg Daily Profit (%) | 0.1618 | 0.1395 | 0.0223 | 0.036 | 0.0214 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141573 | -144647 | -51819 | -419141 | -399220 | -197963 |
Profit Factor | 1.7361 | 2.1661 | 1.2226 | 1.1055 | 1.0845 | 1.1376 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 48.1928 | 40.4762 | 56.0976 | 48.1928 | 40.4762 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.8663 | 3.1855 | 0.9568 | 1.1884 | 1.5948 | 0.8903 |
Largest Winning Trade | 207180 | 207180 | 54443 | 323953 | 323953 | 105013 |
Largest Losing Trade | -35805 | -35805 | -32453 | -206867 | -206867 | -143176 |
Avg Bars in Trades | 86 | 97 | 75 | 86 | 97 | 75 |
Avg Bars in Winners | 109 | 131 | 93 | 109 | 131 | 93 |
Avg Bars in Losers | 64 | 74 | 51 | 64 | 74 | 51 |
Bars Traded | 7172 | 4094 | 3078 | 7172 | 4094 | 3078 |
Profit Streak | 40.3584 | 40.3584 | 75.0251 | 40.3584 | 40.3584 | 75.0251 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345327 | -5832 | -164705 | -250281 | -293908 | -232333 |
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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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