Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452096.1557 | 301264.0882 | 150832.0675 | 951893.3166 | 643618.6275 | 308274.6891 |
Total P&L (%) | 452.0962 | 301.2641 | 150.8321 | 951.8933 | 643.6186 | 308.2747 |
Avg Daily Profit (%) | 0.3307 | 0.2203 | 0.1103 | 0.1723 | 0.1469 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81336 | -71142 | -48523 | -626517 | -692254 | -353725 |
Profit Factor | 2.136 | 2.3768 | 1.8419 | 1.4059 | 1.4936 | 1.2962 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 53.3333 | 48.2759 | 50.8475 | 53.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.0648 | 2.0797 | 1.9735 | 1.3591 | 1.3069 | 1.3887 |
Largest Winning Trade | 146649 | 146649 | 53579 | 367985 | 342767 | 367985 |
Largest Losing Trade | -40846 | -26521 | -40846 | -225521 | -225521 | -186503 |
Avg Bars in Trades | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Winners | 118 | 95 | 145 | 118 | 95 | 145 |
Avg Bars in Losers | 54 | 62 | 46 | 54 | 62 | 46 |
Bars Traded | 5137 | 2407 | 2730 | 5137 | 2407 | 2730 |
Profit Streak | 26.5003 | 43.5003 | 0 | 26.5003 | 43.5003 | 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 | -166047 | 477362 | -42946 | -170316 | 202233 | -56214 |
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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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