Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436838.2076 | 309308.2595 | 127529.9481 | 324209.4568 | 181034.425 | 143175.0318 |
Total P&L (%) | 436.8382 | 309.3083 | 127.5299 | 324.2095 | 181.0344 | 143.175 |
Avg Daily Profit (%) | 0.3205 | 0.2269 | 0.0936 | 0.1061 | 0.0758 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84165 | -75412 | -54275 | -391586 | -517995 | -229314 |
Profit Factor | 1.9546 | 2.1727 | 1.6579 | 1.1743 | 1.1742 | 1.1746 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 38.5417 | 27.0833 | 50 | 38.5417 | 27.0833 | 50 |
Ratio Avg Win / Avg Loss | 3.1168 | 5.8495 | 1.6579 | 1.8726 | 3.1612 | 1.1746 |
Largest Winning Trade | 301139 | 301139 | 59577 | 446865 | 446865 | 229975 |
Largest Losing Trade | -33072 | -33072 | -28636 | -147455 | -147455 | -78972 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 76 | 103 | 62 | 76 | 103 | 62 |
Avg Bars in Losers | 16 | 20 | 10 | 16 | 20 | 10 |
Bars Traded | 3806 | 2055 | 1751 | 3806 | 2055 | 1751 |
Profit Streak | 36.8665 | 38.8665 | 36.8665 | 36.8665 | 38.8665 | 36.8665 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329516 | -8290 | -64278 | -82223 | -139797 | -133728 |
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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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