Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513142.9808 | 403472.7318 | 109670.2489 | 397484.7065 | 143760.3729 | 253724.3336 |
Total P&L (%) | 513.143 | 403.4727 | 109.6702 | 397.4847 | 143.7604 | 253.7243 |
Avg Daily Profit (%) | 0.2899 | 0.2279 | 0.0619 | 0.0907 | 0.0503 | 0.0714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106019 | -73387 | -74919 | -1204974 | -903801 | -693461 |
Profit Factor | 2.0926 | 2.7791 | 1.4516 | 1.1137 | 1.0802 | 1.1488 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.8389 | 2.6054 | 1.1954 | 0.9787 | 1.0127 | 0.9461 |
Largest Winning Trade | 193881 | 193881 | 61783 | 698853 | 698853 | 500042 |
Largest Losing Trade | -73764 | -40742 | -73764 | -612365 | -579667 | -612365 |
Avg Bars in Trades | 164 | 130 | 198 | 164 | 130 | 198 |
Avg Bars in Winners | 170 | 141 | 199 | 170 | 141 | 199 |
Avg Bars in Losers | 156 | 118 | 197 | 156 | 118 | 197 |
Bars Traded | 10189 | 4035 | 6154 | 10189 | 4035 | 6154 |
Profit Streak | 62.1016 | 103.935 | 62.1016 | 62.1016 | 103.935 | 62.1016 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143907 | 514457 | -108050 | -325769 | -256841 | -154965 |
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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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