Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209662.2594 | 62624.5767 | 147037.6827 | 178308.9257 | 59703.2582 | 118605.6675 |
Total P&L (%) | 209.6623 | 62.6246 | 147.0377 | 178.3089 | 59.7033 | 118.6057 |
Avg Daily Profit (%) | 0.2029 | 0.0606 | 0.1423 | 0.0991 | 0.0453 | 0.0757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84562 | -71389 | -51281 | -263228 | -160409 | -156010 |
Profit Factor | 1.5385 | 1.2835 | 1.8729 | 1.2089 | 1.1348 | 1.2887 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 76.6129 | 77.4194 | 75.8065 | 76.6129 | 77.4194 | 75.8065 |
Ratio Avg Win / Avg Loss | 0.4697 | 0.3744 | 0.5977 | 0.369 | 0.331 | 0.4113 |
Largest Winning Trade | 33672 | 20140 | 33672 | 50924 | 44432 | 50924 |
Largest Losing Trade | -50951 | -50951 | -41162 | -155646 | -119360 | -155646 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Losers | 53 | 50 | 56 | 53 | 50 | 56 |
Bars Traded | 2703 | 1191 | 1512 | 2703 | 1191 | 1512 |
Profit Streak | 0 | 116.2611 | 0 | 0 | 116.2611 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426779 | -263134 | -152859 | -58472 | -355909 | -244060 |
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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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