Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150452.5082 | 59283.7793 | 91168.729 | 105221.1583 | 50769.262 | 54451.8964 |
Total P&L (%) | 150.4525 | 59.2838 | 91.1687 | 105.2212 | 50.7693 | 54.4519 |
Avg Daily Profit (%) | 0.161 | 0.0634 | 0.0975 | 0.0769 | 0.0439 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55282 | -57104 | -65826 | -79573 | -87824 | -79835 |
Profit Factor | 1.3496 | 1.2653 | 1.4405 | 1.1869 | 1.1841 | 1.1895 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.7143 | 39.6226 | 51.9231 | 45.7143 | 39.6226 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.6026 | 1.9281 | 1.3338 | 1.4094 | 1.8044 | 1.1014 |
Largest Winning Trade | 43472 | 43472 | 35643 | 45812 | 43099 | 45812 |
Largest Losing Trade | -27106 | -17194 | -27106 | -36031 | -23932 | -36031 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 50 | 55 | 46 | 50 | 55 | 46 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 3558 | 1901 | 1657 | 3558 | 1901 | 1657 |
Profit Streak | 27.5597 | 27.5597 | 51.3097 | 27.5597 | 27.5597 | 51.3097 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302755 | -291525 | -240637 | -105550 | -335956 | -322664 |
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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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