Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340428.2284 | 97067.1256 | 243361.1028 | 821311.4846 | 363247.5362 | 458063.9484 |
Total P&L (%) | 340.4282 | 97.0671 | 243.3611 | 821.3115 | 363.2475 | 458.0639 |
Avg Daily Profit (%) | 0.2621 | 0.0747 | 0.1874 | 0.1711 | 0.1181 | 0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76462 | -91927 | -61163 | -279711 | -101017 | -287746 |
Profit Factor | 1.9231 | 1.5683 | 2.2291 | 2.0114 | 2.2919 | 1.8629 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 51.4019 | 44.4444 | 58.4906 | 51.4019 | 44.4444 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.8182 | 1.9604 | 1.582 | 1.9017 | 2.8649 | 1.322 |
Largest Winning Trade | 104416 | 104416 | 43043 | 155236 | 109244 | 155236 |
Largest Losing Trade | -32166 | -24336 | -32166 | -194244 | -40095 | -194244 |
Avg Bars in Trades | 34 | 20 | 49 | 34 | 20 | 49 |
Avg Bars in Winners | 30 | 19 | 38 | 30 | 19 | 38 |
Avg Bars in Losers | 39 | 21 | 64 | 39 | 21 | 64 |
Bars Traded | 3725 | 1102 | 2623 | 3725 | 1102 | 2623 |
Profit Streak | 48.5277 | 48.5277 | 59.861 | 48.5277 | 48.5277 | 59.861 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477350 | -271690 | -165805 | 470490 | -212324 | -191306 |
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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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