Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306536.4337 | 188491.1081 | 118045.3255 | 371505.1781 | 125714.5536 | 245790.6244 |
Total P&L (%) | 306.5364 | 188.4911 | 118.0453 | 371.5052 | 125.7146 | 245.7906 |
Avg Daily Profit (%) | 0.2503 | 0.1539 | 0.0964 | 0.1267 | 0.0665 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58045 | -57894 | -69191 | -186669 | -246280 | -87094 |
Profit Factor | 1.6271 | 1.7161 | 1.5232 | 1.3646 | 1.2 | 1.6297 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 67.8261 | 70.6897 | 64.9123 | 67.8261 | 70.6897 | 64.9123 |
Ratio Avg Win / Avg Loss | 0.7718 | 0.7115 | 0.8234 | 0.6473 | 0.4975 | 0.8809 |
Largest Winning Trade | 36458 | 36458 | 24395 | 56496 | 56496 | 50168 |
Largest Losing Trade | -58045 | -52909 | -58045 | -186669 | -186669 | -76967 |
Avg Bars in Trades | 30 | 35 | 24 | 30 | 35 | 24 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 49 | 68 | 33 | 49 | 68 | 33 |
Bars Traded | 3486 | 2069 | 1417 | 3486 | 2069 | 1417 |
Profit Streak | 71.3941 | 71.3941 | 76.3941 | 71.3941 | 71.3941 | 76.3941 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452718 | -168244 | -240882 | -20830 | -282325 | -233732 |
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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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