Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284053.1322 | 35907.3423 | 248145.7899 | 161271.9341 | 25433.5604 | 135838.3737 |
Total P&L (%) | 284.0531 | 35.9073 | 248.1458 | 161.2719 | 25.4336 | 135.8384 |
Avg Daily Profit (%) | 0.1864 | 0.0236 | 0.1628 | 0.063 | 0.0149 | 0.0563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119613 | -102634 | -75968 | -849766 | -575958 | -613700 |
Profit Factor | 1.4392 | 1.1042 | 1.8209 | 1.0562 | 1.0182 | 1.092 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 55.6522 | 58.6207 | 52.6316 | 55.6522 | 58.6207 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.1469 | 0.7795 | 1.6388 | 0.8416 | 0.7188 | 0.9828 |
Largest Winning Trade | 65714 | 47658 | 65714 | 318874 | 318874 | 197259 |
Largest Losing Trade | -43069 | -26193 | -43069 | -378301 | -179038 | -378301 |
Avg Bars in Trades | 77 | 52 | 102 | 77 | 52 | 102 |
Avg Bars in Winners | 71 | 41 | 105 | 71 | 41 | 105 |
Avg Bars in Losers | 84 | 69 | 99 | 84 | 69 | 99 |
Bars Traded | 8894 | 3056 | 5838 | 8894 | 3056 | 5838 |
Profit Streak | 7.1652 | 27.9985 | 0 | 7.1652 | 27.9985 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365743 | -449900 | -168956 | -267465 | -557035 | -418456 |
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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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