Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599757.8382 | 546930.0544 | 52827.7838 | 845093.9085 | 583835.7223 | 261258.1862 |
Total P&L (%) | 599.7578 | 546.9301 | 52.8278 | 845.0939 | 583.8357 | 261.2582 |
Avg Daily Profit (%) | 0.3033 | 0.2766 | 0.0267 | 0.1136 | 0.0973 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92019 | -93598 | -180161 | -190312 | -226148 | -155131 |
Profit Factor | 2.0423 | 2.8618 | 1.1876 | 1.8227 | 2.0184 | 1.5756 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 34.9398 | 35.7143 | 34.1463 | 34.9398 | 35.7143 | 34.1463 |
Ratio Avg Win / Avg Loss | 3.8029 | 5.1513 | 2.2903 | 3.3941 | 3.6332 | 3.0386 |
Largest Winning Trade | 219826 | 219826 | 84577 | 230976 | 230976 | 171308 |
Largest Losing Trade | -43204 | -43204 | -36445 | -124452 | -124452 | -79597 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 90 | 95 | 84 | 90 | 95 | 84 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 3576 | 1931 | 1645 | 3576 | 1931 | 1645 |
Profit Streak | 657.158 | 658.658 | 657.158 | 657.158 | 658.658 | 657.158 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252009 | 345632 | -176974 | -43203 | -63417 | -108843 |
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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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