Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389389.4448 | 237426.7043 | 151962.7405 | 238658.9692 | 91770.4108 | 146888.5584 |
Total P&L (%) | 389.3894 | 237.4267 | 151.9627 | 238.659 | 91.7704 | 146.8886 |
Avg Daily Profit (%) | 0.3803 | 0.2319 | 0.1484 | 0.1192 | 0.0636 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139002 | -121879 | -96069 | -455629 | -320740 | -294662 |
Profit Factor | 1.6171 | 1.6966 | 1.5238 | 1.1543 | 1.1061 | 1.2155 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 52.0661 | 43.3333 | 60.6557 | 52.0661 | 43.3333 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.4888 | 2.2186 | 0.9884 | 1.0627 | 1.4464 | 0.7885 |
Largest Winning Trade | 80619 | 80619 | 33151 | 135446 | 135446 | 93828 |
Largest Losing Trade | -81524 | -39683 | -81524 | -153429 | -140090 | -153429 |
Avg Bars in Trades | 99 | 114 | 85 | 99 | 114 | 85 |
Avg Bars in Winners | 103 | 127 | 87 | 103 | 127 | 87 |
Avg Bars in Losers | 94 | 104 | 81 | 94 | 104 | 81 |
Bars Traded | 12042 | 6857 | 5185 | 12042 | 6857 | 5185 |
Profit Streak | 9.1297 | 0 | 41.8797 | 9.1297 | 0 | 41.8797 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445264 | -160664 | -154465 | -83393 | -383590 | -236487 |
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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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