Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379345.8492 | 223958.6059 | 155387.2433 | 279697.9688 | 211154.5049 | 68543.4639 |
Total P&L (%) | 379.3458 | 223.9586 | 155.3872 | 279.698 | 211.1545 | 68.5435 |
Avg Daily Profit (%) | 0.3712 | 0.2192 | 0.1521 | 0.1307 | 0.1111 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141708 | -84933 | -90522 | -81992 | -52681 | -88419 |
Profit Factor | 1.7539 | 1.8439 | 1.6535 | 1.631 | 2.0774 | 1.2772 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 46.1538 | 41.0256 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.0462 | 2.6506 | 1.5708 | 1.9028 | 2.9862 | 1.2133 |
Largest Winning Trade | 181655 | 181655 | 42204 | 184770 | 184770 | 60957 |
Largest Losing Trade | -56603 | -38293 | -56603 | -61740 | -51877 | -61740 |
Avg Bars in Trades | 74 | 79 | 68 | 74 | 79 | 68 |
Avg Bars in Winners | 87 | 95 | 81 | 87 | 95 | 81 |
Avg Bars in Losers | 62 | 68 | 55 | 62 | 68 | 55 |
Bars Traded | 5778 | 3105 | 2673 | 5778 | 3105 | 2673 |
Profit Streak | 57.6685 | 123.8352 | 57.6685 | 57.6685 | 123.8352 | 57.6685 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26465 | 331212 | 399265 | -54385 | -42741 | -124077 |
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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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