Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502616.0469 | 427065.9154 | 75550.1315 | 561427.993 | 599348.6031 | -37920.6101 |
Total P&L (%) | 502.616 | 427.0659 | 75.5501 | 561.428 | 599.3486 | -37.9206 |
Avg Daily Profit (%) | 0.2187 | 0.1859 | 0.0329 | 0.0823 | 0.0847 | -0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91961 | -131531 | -59967 | -581389 | -656169 | -397534 |
Profit Factor | 1.833 | 2.5221 | 1.234 | 1.1741 | 1.391 | 0.9776 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 41.2844 | 36.3636 | 46.2963 | 41.2844 | 36.3636 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.6069 | 4.4137 | 1.4315 | 1.6699 | 2.4343 | 1.134 |
Largest Winning Trade | 204670 | 204670 | 51411 | 508391 | 508391 | 375746 |
Largest Losing Trade | -35922 | -21888 | -35922 | -192802 | -184529 | -192802 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 118 | 126 | 112 | 118 | 126 | 112 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 8560 | 4194 | 4366 | 8560 | 4194 | 4366 |
Profit Streak | 49.5052 | 49.5052 | 57.2552 | 49.5052 | 49.5052 | 57.2552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344398 | -172764 | -330220 | -112704 | -262800 | -760045 |
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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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