Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327591.4407 | 283749.8831 | 43841.5575 | 283080.4559 | 205597.2063 | 77483.2496 |
Total P&L (%) | 327.5914 | 283.7499 | 43.8416 | 283.0805 | 205.5972 | 77.4833 |
Avg Daily Profit (%) | 0.2639 | 0.2286 | 0.0353 | 0.1083 | 0.09 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164828 | -50506 | -190374 | -269696 | -76986 | -253568 |
Profit Factor | 1.6891 | 2.8455 | 1.1363 | 1.6101 | 2.4072 | 1.2438 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 65 | 32 | 33 | 61 | 31 | 30 |
Losing Trades | 16 | 8 | 8 | 20 | 9 | 11 |
Profitability (%) | 80.2469 | 80 | 80.4878 | 75.3086 | 77.5 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.4158 | 0.7114 | 0.2755 | 0.5279 | 0.6989 | 0.4561 |
Largest Winning Trade | 39435 | 39435 | 28350 | 130901 | 50408 | 130901 |
Largest Losing Trade | -139206 | -50506 | -139206 | -204590 | -76986 | -204590 |
Avg Bars in Trades | 86 | 99 | 73 | 86 | 99 | 73 |
Avg Bars in Winners | 43 | 50 | 37 | 58 | 66 | 50 |
Avg Bars in Losers | 261 | 297 | 225 | 173 | 216 | 138 |
Bars Traded | 7028 | 3998 | 3030 | 7028 | 3998 | 3030 |
Profit Streak | 32.715 | 159.215 | 32.715 | 32.715 | 159.215 | 32.715 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1995 | 573702 | -214897 | -59413 | -65861 | -129059 |
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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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