Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521842.6172 | 365642.7617 | 156199.8555 | 697037.9195 | 461502.6615 | 235535.258 |
Total P&L (%) | 521.8426 | 365.6428 | 156.1999 | 697.0379 | 461.5027 | 235.5353 |
Avg Daily Profit (%) | 0.294 | 0.206 | 0.088 | 0.117 | 0.0973 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105036 | -89013 | -89953 | -349169 | -158478 | -321492 |
Profit Factor | 2.298 | 2.7804 | 1.7943 | 1.6971 | 2.0672 | 1.4151 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 57.6271 | 51.7241 | 63.3333 | 57.6271 | 51.7241 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.6897 | 2.595 | 1.0388 | 1.2479 | 1.9294 | 0.8193 |
Largest Winning Trade | 249751 | 249751 | 69974 | 307990 | 266187 | 307990 |
Largest Losing Trade | -40267 | -28577 | -40267 | -177409 | -105074 | -177409 |
Avg Bars in Trades | 73 | 86 | 60 | 73 | 86 | 60 |
Avg Bars in Winners | 101 | 130 | 77 | 101 | 130 | 77 |
Avg Bars in Losers | 34 | 38 | 30 | 34 | 38 | 30 |
Bars Traded | 4307 | 2500 | 1807 | 4307 | 2500 | 1807 |
Profit Streak | 394.4975 | 394.8308 | 394.4975 | 394.4975 | 394.8308 | 394.4975 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164331 | 494376 | -70914 | -211818 | -58447 | -100453 |
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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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