Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515095.3285 | 322322.5747 | 192772.7538 | 647674.6655 | 399706.8282 | 247967.8374 |
Total P&L (%) | 515.0953 | 322.3226 | 192.7728 | 647.6747 | 399.7068 | 247.9678 |
Avg Daily Profit (%) | 0.2933 | 0.1835 | 0.1097 | 0.1146 | 0.0916 | 0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66452 | -105559 | -81509 | -665211 | -435984 | -638740 |
Profit Factor | 1.7524 | 1.8068 | 1.6761 | 1.1887 | 1.2292 | 1.1468 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 49 | 31 | 18 | 49 | 31 | 18 |
Profitability (%) | 54.2056 | 41.5094 | 66.6667 | 54.2056 | 41.5094 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4804 | 2.5459 | 0.8381 | 1.0042 | 1.732 | 0.5734 |
Largest Winning Trade | 177558 | 177558 | 48532 | 428504 | 428504 | 247818 |
Largest Losing Trade | -47193 | -29388 | -47193 | -457279 | -199188 | -457279 |
Avg Bars in Trades | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Winners | 40 | 47 | 35 | 40 | 47 | 35 |
Avg Bars in Losers | 22 | 24 | 18 | 22 | 24 | 18 |
Bars Traded | 3415 | 1813 | 1602 | 3415 | 1813 | 1602 |
Profit Streak | 48.5896 | 48.5896 | 102.0896 | 48.5896 | 48.5896 | 102.0896 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478541 | -171887 | -222339 | -50336 | -252658 | -335057 |
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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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