Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565485.9772 | 402106.2783 | 163379.6989 | 580951.5187 | -47611.1782 | 628562.6969 |
Total P&L (%) | 565.486 | 402.1063 | 163.3797 | 580.9515 | -47.6112 | 628.5627 |
Avg Daily Profit (%) | 0.3513 | 0.2498 | 0.1015 | 0.1193 | -0.0402 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95147 | -97491 | -60368 | -883438 | -780467 | -268569 |
Profit Factor | 1.8637 | 2.0466 | 1.6039 | 1.2535 | 0.9676 | 1.7662 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 43.1193 | 31.4815 | 54.5455 | 43.1193 | 31.4815 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.4584 | 4.4543 | 1.3366 | 1.6536 | 2.106 | 1.4718 |
Largest Winning Trade | 340558 | 340558 | 33907 | 296712 | 296712 | 237670 |
Largest Losing Trade | -37604 | -35097 | -37604 | -204357 | -204357 | -88247 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 42 | 46 | 40 | 42 | 46 | 40 |
Avg Bars in Losers | 15 | 19 | 10 | 15 | 19 | 10 |
Bars Traded | 3001 | 1520 | 1481 | 3001 | 1520 | 1481 |
Profit Streak | 56.0531 | 56.0531 | 58.0531 | 56.0531 | 56.0531 | 58.0531 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437816 | -174758 | -233744 | -33174 | -764695 | -203743 |
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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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