Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629161.2049 | 528081.5514 | 101079.6535 | 444617.1748 | 14742.2129 | 429874.9619 |
Total P&L (%) | 629.1612 | 528.0816 | 101.0797 | 444.6172 | 14.7422 | 429.875 |
Avg Daily Profit (%) | 0.2517 | 0.2112 | 0.0404 | 0.0678 | 0.0055 | 0.0667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95706 | -78366 | -48422 | -757920 | -675170 | -338857 |
Profit Factor | 1.8173 | 2.155 | 1.3233 | 1.1361 | 1.0068 | 1.3913 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 45.6897 | 43.1034 | 48.2759 | 45.6897 | 43.1034 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1602 | 2.8447 | 1.4179 | 1.3504 | 1.329 | 1.4907 |
Largest Winning Trade | 378304 | 378304 | 49733 | 463340 | 463340 | 189715 |
Largest Losing Trade | -43456 | -37968 | -43456 | -369293 | -369293 | -172376 |
Avg Bars in Trades | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 28 | 36 | 20 | 28 | 36 | 20 |
Bars Traded | 4747 | 2588 | 2159 | 4747 | 2588 | 2159 |
Profit Streak | 45.8201 | 0 | 75.8201 | 45.8201 | 0 | 75.8201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400165 | -170504 | -318838 | -174019 | -599500 | -283370 |
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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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