Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294288.3711 | 197864.6471 | 96423.7239 | 51830.2173 | 13522.9315 | 38307.2858 |
Total P&L (%) | 294.2884 | 197.8646 | 96.4237 | 51.8302 | 13.5229 | 38.3073 |
Avg Daily Profit (%) | 0.1563 | 0.1051 | 0.0512 | 0.0222 | 0.0067 | 0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140975 | -98979 | -86935 | -1436531 | -649048 | -943739 |
Profit Factor | 1.5317 | 1.7158 | 1.348 | 1.0149 | 1.0079 | 1.0217 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 57.0175 | 50.8772 | 63.1579 | 57.0175 | 50.8772 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.1546 | 1.6566 | 0.7863 | 0.7651 | 0.9732 | 0.596 |
Largest Winning Trade | 82078 | 82078 | 52272 | 276442 | 276442 | 171128 |
Largest Losing Trade | -77872 | -61604 | -77872 | -570261 | -463348 | -570261 |
Avg Bars in Trades | 94 | 105 | 84 | 94 | 105 | 84 |
Avg Bars in Winners | 76 | 93 | 63 | 76 | 93 | 63 |
Avg Bars in Losers | 118 | 117 | 120 | 118 | 117 | 120 |
Bars Traded | 10793 | 5989 | 4804 | 10793 | 5989 | 4804 |
Profit Streak | 15.3602 | 0 | 127.3602 | 15.3602 | 0 | 127.3602 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379536 | -229402 | -302688 | -368411 | -633400 | -547420 |
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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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