Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410398.7114 | 202364.1756 | 208034.5358 | 557347.4664 | 258029.7544 | 299317.712 |
Total P&L (%) | 410.3987 | 202.3642 | 208.0345 | 557.3475 | 258.0298 | 299.3177 |
Avg Daily Profit (%) | 0.3981 | 0.1963 | 0.2018 | 0.1828 | 0.1238 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66381 | -101429 | -59089 | -87163 | -87167 | -57358 |
Profit Factor | 1.8026 | 1.6423 | 2.0598 | 2.3147 | 1.9866 | 2.8432 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 52.4272 | 47.0588 | 57.6923 | 52.4272 | 47.0588 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.6357 | 1.8476 | 1.5105 | 2.1004 | 2.2349 | 2.085 |
Largest Winning Trade | 172895 | 172895 | 36543 | 187621 | 187621 | 91798 |
Largest Losing Trade | -48352 | -48352 | -32192 | -33977 | -33977 | -24830 |
Avg Bars in Trades | 56 | 72 | 40 | 56 | 72 | 40 |
Avg Bars in Winners | 62 | 77 | 51 | 62 | 77 | 51 |
Avg Bars in Losers | 48 | 68 | 24 | 48 | 68 | 24 |
Bars Traded | 5794 | 3696 | 2097 | 5794 | 3696 | 2097 |
Profit Streak | 129.2691 | 130.2691 | 129.2691 | 129.2691 | 130.2691 | 129.2691 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534262 | -169115 | -166121 | 518600 | -203770 | -185841 |
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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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