Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364517.8734 | 224308.2301 | 140209.6434 | 280605.5913 | 203101.2747 | 77504.3167 |
Total P&L (%) | 364.5179 | 224.3082 | 140.2096 | 280.6056 | 203.1013 | 77.5043 |
Avg Daily Profit (%) | 0.3583 | 0.2205 | 0.1378 | 0.1315 | 0.1091 | 0.0564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140982 | -113219 | -92483 | -90651 | -55793 | -77794 |
Profit Factor | 1.7063 | 1.7329 | 1.6675 | 1.86 | 2.2113 | 1.4887 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 53.0612 | 48.9796 | 57.1429 | 53.0612 | 48.9796 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5094 | 1.8051 | 1.2506 | 1.6454 | 2.3034 | 1.1165 |
Largest Winning Trade | 193057 | 193057 | 38433 | 112119 | 112119 | 74278 |
Largest Losing Trade | -43353 | -43353 | -42959 | -42959 | -24235 | -42959 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Losers | 61 | 73 | 48 | 61 | 73 | 48 |
Bars Traded | 5827 | 3185 | 2642 | 5827 | 3185 | 2642 |
Profit Streak | 116.3548 | 116.3548 | 120.5214 | 116.3548 | 116.3548 | 120.5214 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520853 | 439352 | -4553 | -11723 | -42061 | -113897 |
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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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