Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328057.6268 | 157251.5173 | 170806.1096 | 195691.0635 | 108660.9536 | 87030.1099 |
Total P&L (%) | 328.0576 | 157.2515 | 170.8061 | 195.6911 | 108.661 | 87.0301 |
Avg Daily Profit (%) | 0.3204 | 0.1536 | 0.1668 | 0.1059 | 0.0719 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160696 | -86920 | -121930 | -198980 | -87047 | -172413 |
Profit Factor | 1.7517 | 1.6267 | 1.9207 | 1.3428 | 1.4008 | 1.2903 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 59.375 | 53.125 | 65.625 | 59.375 | 53.125 | 65.625 |
Ratio Avg Win / Avg Loss | 1.1985 | 1.4354 | 1.0061 | 0.9187 | 1.236 | 0.6759 |
Largest Winning Trade | 191982 | 191982 | 37729 | 137499 | 137499 | 51037 |
Largest Losing Trade | -41988 | -41988 | -41054 | -107444 | -50312 | -107444 |
Avg Bars in Trades | 88 | 96 | 81 | 88 | 96 | 81 |
Avg Bars in Winners | 74 | 80 | 69 | 74 | 80 | 69 |
Avg Bars in Losers | 110 | 114 | 103 | 110 | 114 | 103 |
Bars Traded | 5695 | 3086 | 2609 | 5695 | 3086 | 2609 |
Profit Streak | 60.1271 | 75.2938 | 60.1271 | 60.1271 | 75.2938 | 60.1271 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129973 | 379110 | 462359 | -193720 | -94960 | -109930 |
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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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