Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654031.4201 | 461292.7296 | 192738.6905 | 767320.8464 | 348702.7881 | 418618.0583 |
Total P&L (%) | 654.0314 | 461.2927 | 192.7387 | 767.3208 | 348.7028 | 418.6181 |
Avg Daily Profit (%) | 0.3509 | 0.2475 | 0.1034 | 0.116 | 0.0806 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125545 | -155566 | -52469 | -208509 | -196108 | -84144 |
Profit Factor | 2.2266 | 2.4258 | 1.9192 | 2.2459 | 1.9747 | 2.6218 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.8025 | 1.9638 | 1.5536 | 1.8181 | 1.5986 | 2.1224 |
Largest Winning Trade | 327469 | 327469 | 66376 | 260124 | 178940 | 260124 |
Largest Losing Trade | -67786 | -67786 | -61945 | -114652 | -114652 | -90312 |
Avg Bars in Trades | 67 | 71 | 62 | 67 | 71 | 62 |
Avg Bars in Winners | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Losers | 60 | 80 | 39 | 60 | 80 | 39 |
Bars Traded | 5101 | 2734 | 2367 | 5101 | 2734 | 2367 |
Profit Streak | 149.037 | 220.7036 | 149.037 | 149.037 | 220.7036 | 149.037 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37870 | 529247 | -49635 | -84936 | -79578 | -68356 |
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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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