Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388901.5004 | 160025.4065 | 228876.0939 | 824626.1847 | 226170.1214 | 598456.0633 |
Total P&L (%) | 388.9015 | 160.0254 | 228.8761 | 824.6262 | 226.1701 | 598.4561 |
Avg Daily Profit (%) | 0.2615 | 0.1076 | 0.1539 | 0.1497 | 0.0795 | 0.1308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107746 | -78980 | -65966 | -374112 | -353247 | -271304 |
Profit Factor | 1.8724 | 1.5164 | 2.6847 | 1.5913 | 1.2445 | 2.2746 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 64.6465 | 56 | 73.4694 | 64.6465 | 56 | 73.4694 |
Ratio Avg Win / Avg Loss | 1.024 | 1.1914 | 0.9695 | 0.8702 | 0.9778 | 0.8214 |
Largest Winning Trade | 96952 | 96952 | 51284 | 169360 | 122122 | 169360 |
Largest Losing Trade | -43240 | -43240 | -32446 | -131154 | -131154 | -130769 |
Avg Bars in Trades | 41 | 48 | 33 | 41 | 48 | 33 |
Avg Bars in Winners | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Losers | 48 | 59 | 29 | 48 | 59 | 29 |
Bars Traded | 4088 | 2449 | 1638 | 4088 | 2449 | 1638 |
Profit Streak | 19.3365 | 119.0032 | 19.3365 | 19.3365 | 119.0032 | 19.3365 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512051 | -225661 | 477643 | 397015 | -266428 | -12742 |
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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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