Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712757.1252 | 559307.1007 | 153450.0244 | 1244215.7549 | 447699.479 | 796516.2758 |
Total P&L (%) | 712.7571 | 559.3071 | 153.45 | 1244.2158 | 447.6995 | 796.5163 |
Avg Daily Profit (%) | 0.2845 | 0.2232 | 0.0612 | 0.1038 | 0.0679 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131545 | -95105 | -112174 | -1160897 | -891386 | -704785 |
Profit Factor | 2.216 | 3.1042 | 1.479 | 1.2707 | 1.1931 | 1.3498 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 48.5437 | 37.2549 | 59.6154 | 48.5437 | 37.2549 | 59.6154 |
Ratio Avg Win / Avg Loss | 2.349 | 5.2281 | 1.0019 | 1.347 | 2.0094 | 0.9144 |
Largest Winning Trade | 387178 | 387178 | 60644 | 925925 | 925925 | 636387 |
Largest Losing Trade | -50948 | -28218 | -50948 | -385669 | -272357 | -385669 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 66 | 73 | 62 | 66 | 73 | 62 |
Avg Bars in Losers | 29 | 21 | 42 | 29 | 21 | 42 |
Bars Traded | 4913 | 2082 | 2831 | 4913 | 2082 | 2831 |
Profit Streak | 44.0093 | 0 | 55.0093 | 44.0093 | 0 | 55.0093 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476586 | -170844 | -287794 | -53875 | -294321 | -254720 |
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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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