Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451044.2126 | 316475.3572 | 134568.8554 | 558308.7703 | 178668.2157 | 379640.5546 |
Total P&L (%) | 451.0442 | 316.4754 | 134.5689 | 558.3088 | 178.6682 | 379.6406 |
Avg Daily Profit (%) | 0.3331 | 0.2337 | 0.0994 | 0.1393 | 0.0757 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63360 | -77174 | -48133 | -493104 | -632659 | -345426 |
Profit Factor | 1.84 | 2.0698 | 1.5581 | 1.2424 | 1.1387 | 1.374 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 44.186 | 35.3846 | 53.125 | 44.186 | 35.3846 | 53.125 |
Ratio Avg Win / Avg Loss | 2.3242 | 3.7796 | 1.3748 | 1.5693 | 2.0793 | 1.2124 |
Largest Winning Trade | 232464 | 232464 | 40326 | 318623 | 318623 | 268404 |
Largest Losing Trade | -32620 | -18051 | -32620 | -264470 | -168596 | -264470 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 2578 | 1253 | 1325 | 2578 | 1253 | 1325 |
Profit Streak | 33.1504 | 33.1504 | 37.6504 | 33.1504 | 33.1504 | 37.6504 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417753 | -124978 | -196583 | -6490 | -295546 | -175740 |
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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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