Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517068.0168 | 410644.9861 | 106423.0307 | 1648840.9659 | 943967.2282 | 704873.7377 |
Total P&L (%) | 517.068 | 410.645 | 106.423 | 1648.841 | 943.9672 | 704.8737 |
Avg Daily Profit (%) | 0.4176 | 0.3316 | 0.0859 | 0.2313 | 0.1896 | 0.1686 |
Buy And Hold Return (%) | 29.0024 | 29.0024 | 29.0024 | 29.0024 | 29.0024 | 29.0024 |
Max Trade Drawdown | -92840 | -57895 | -55573 | -1252923 | -984947 | -700974 |
Profit Factor | 2.2744 | 3.2509 | 1.4766 | 1.4768 | 1.5266 | 1.4231 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 61.25 | 60 | 62.5 | 61.25 | 60 | 62.5 |
Ratio Avg Win / Avg Loss | 1.4389 | 2.1673 | 0.886 | 0.9343 | 1.0178 | 0.8538 |
Largest Winning Trade | 199956 | 199956 | 33345 | 456634 | 456634 | 296584 |
Largest Losing Trade | -54139 | -54139 | -39379 | -964845 | -964845 | -569631 |
Avg Bars in Trades | 89 | 113 | 65 | 89 | 113 | 65 |
Avg Bars in Winners | 77 | 102 | 53 | 77 | 102 | 53 |
Avg Bars in Losers | 109 | 129 | 87 | 109 | 129 | 87 |
Bars Traded | 7173 | 4539 | 2634 | 7173 | 4539 | 2634 |
Profit Streak | 70.2015 | 108.8682 | 70.2015 | 70.2015 | 108.8682 | 70.2015 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7393 | 637682 | -78211 | -12705 | 438151 | 358735 |
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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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