Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414537.0827 | 257125.4673 | 157411.6153 | 601398.6279 | 436131.4658 | 165267.1622 |
Total P&L (%) | 414.5371 | 257.1255 | 157.4116 | 601.3986 | 436.1315 | 165.2672 |
Avg Daily Profit (%) | 0.3059 | 0.1897 | 0.1161 | 0.1438 | 0.124 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97761 | -77364 | -54570 | -578368 | -543511 | -317431 |
Profit Factor | 1.7626 | 1.9205 | 1.5957 | 1.2314 | 1.3418 | 1.125 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 39.4958 | 30.5085 | 48.3333 | 39.4958 | 30.5085 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.7002 | 4.3745 | 1.7058 | 1.8865 | 3.0563 | 1.2026 |
Largest Winning Trade | 154927 | 154927 | 56875 | 331772 | 331772 | 190320 |
Largest Losing Trade | -17931 | -14644 | -17931 | -139278 | -116399 | -139278 |
Avg Bars in Trades | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 3919 | 1664 | 2255 | 3919 | 1664 | 2255 |
Profit Streak | 32.8452 | 0 | 34.8452 | 32.8452 | 0 | 34.8452 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311031 | -173080 | -204233 | -3075 | -210319 | -349144 |
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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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