Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390004.3038 | 215306.9613 | 174697.3425 | 231806.0684 | 172354.8637 | 59451.2047 |
Total P&L (%) | 390.0043 | 215.307 | 174.6973 | 231.8061 | 172.3549 | 59.4512 |
Avg Daily Profit (%) | 0.2088 | 0.1153 | 0.0935 | 0.0642 | 0.0537 | 0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100743 | -65103 | -73170 | -286528 | -223475 | -146256 |
Profit Factor | 1.7147 | 1.7601 | 1.6657 | 1.298 | 1.3949 | 1.1741 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 60.4167 | 60.4167 | 60.4167 | 60.4167 | 60.4167 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.1234 | 1.1531 | 1.0913 | 0.8504 | 0.9139 | 0.7693 |
Largest Winning Trade | 85761 | 85761 | 39985 | 148182 | 148182 | 85962 |
Largest Losing Trade | -65121 | -61203 | -65121 | -164410 | -164410 | -82394 |
Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Winners | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Losers | 36 | 50 | 21 | 36 | 50 | 21 |
Bars Traded | 3431 | 1686 | 1745 | 3431 | 1686 | 1745 |
Profit Streak | 97.3052 | 166.3052 | 97.3052 | 97.3052 | 166.3052 | 97.3052 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446395 | -34064 | -64035 | -106178 | -119461 | -188849 |
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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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