Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220251.8576 | 73132.3855 | 147119.4721 | 130144.8879 | 18529.1884 | 111615.6995 |
Total P&L (%) | 220.2519 | 73.1324 | 147.1195 | 130.1449 | 18.5292 | 111.6157 |
Avg Daily Profit (%) | 0.2151 | 0.0714 | 0.1437 | 0.0814 | 0.0166 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94978 | -94641 | -59589 | -95160 | -99393 | -61327 |
Profit Factor | 1.5613 | 1.2792 | 2.128 | 1.3453 | 1.0739 | 1.885 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 58.3333 | 52.381 | 64.2857 | 58.3333 | 52.381 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1152 | 1.1629 | 1.1822 | 0.9609 | 0.9763 | 1.0472 |
Largest Winning Trade | 62135 | 62135 | 22249 | 66127 | 66127 | 23683 |
Largest Losing Trade | -58019 | -58019 | -42610 | -74208 | -74208 | -48826 |
Avg Bars in Trades | 66 | 84 | 49 | 66 | 84 | 49 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 101 | 128 | 65 | 101 | 128 | 65 |
Bars Traded | 5626 | 3536 | 2089 | 5626 | 3536 | 2089 |
Profit Streak | 104.1271 | 104.1271 | 255.9604 | 104.1271 | 104.1271 | 255.9604 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445760 | -95841 | 181059 | -82583 | -317672 | -89360 |
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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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