Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211426.1608 | 142593.1719 | 68832.9889 | 251935.2029 | 98834.5686 | 153100.6344 |
Total P&L (%) | 211.4262 | 142.5932 | 68.833 | 251.9352 | 98.8346 | 153.1006 |
Avg Daily Profit (%) | 0.4059 | 0.2738 | 0.1322 | 0.2419 | 0.1321 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57739 | -51559 | -51279 | -123972 | -170970 | -105496 |
Profit Factor | 1.8324 | 2.0589 | 1.5767 | 1.3668 | 1.2556 | 1.5101 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3559 | 3.0092 | 1.787 | 1.7573 | 1.8351 | 1.7115 |
Largest Winning Trade | 78385 | 78385 | 29513 | 134420 | 134420 | 73868 |
Largest Losing Trade | -21273 | -17099 | -21273 | -54708 | -54708 | -41075 |
Avg Bars in Trades | 379 | 351 | 407 | 379 | 351 | 407 |
Avg Bars in Winners | 567 | 522 | 606 | 567 | 522 | 606 |
Avg Bars in Losers | 233 | 235 | 231 | 233 | 235 | 231 |
Bars Traded | 24308 | 11261 | 13047 | 24308 | 11261 | 13047 |
Profit Streak | 29.9046 | 29.9046 | 33.4463 | 29.9046 | 29.9046 | 33.4463 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132915 | 304513 | -15059 | -136191 | -19522 | 311066 |
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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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