Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409536.3533 | 253375.9687 | 156160.3845 | 404587.9007 | 217900.0378 | 186687.8629 |
Total P&L (%) | 409.5364 | 253.376 | 156.1604 | 404.5879 | 217.9 | 186.6879 |
Avg Daily Profit (%) | 0.256 | 0.1584 | 0.0976 | 0.1012 | 0.0723 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94009 | -126255 | -61070 | -297925 | -277846 | -250200 |
Profit Factor | 1.8354 | 1.9339 | 1.7133 | 1.2585 | 1.2568 | 1.2606 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 70.5882 | 64.7059 | 76.4706 | 70.5882 | 64.7059 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.7647 | 1.0548 | 0.5272 | 0.5244 | 0.6855 | 0.3879 |
Largest Winning Trade | 90613 | 90613 | 33885 | 164967 | 164967 | 136269 |
Largest Losing Trade | -59239 | -59239 | -57945 | -250200 | -162060 | -250200 |
Avg Bars in Trades | 68 | 76 | 59 | 68 | 76 | 59 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 119 | 130 | 103 | 119 | 130 | 103 |
Bars Traded | 4634 | 2614 | 2020 | 4634 | 2614 | 2020 |
Profit Streak | 89.4749 | 89.4749 | 119.8083 | 89.4749 | 89.4749 | 119.8083 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100536 | 470776 | -57437 | -169033 | -94986 | -102066 |
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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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