Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298485.3106 | 90369.5177 | 208115.7929 | 250626.9294 | 126155.4559 | 124471.4735 |
Total P&L (%) | 298.4853 | 90.3695 | 208.1158 | 250.6269 | 126.1555 | 124.4715 |
Avg Daily Profit (%) | 0.2003 | 0.0607 | 0.1397 | 0.0842 | 0.0548 | 0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179033 | -91602 | -104034 | -1191623 | -795570 | -548499 |
Profit Factor | 1.5245 | 1.2842 | 1.8287 | 1.088 | 1.0768 | 1.1032 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 53.5714 | 46.4286 | 60.7143 | 53.5714 | 46.4286 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.3213 | 1.4818 | 1.1833 | 0.9429 | 1.2425 | 0.7138 |
Largest Winning Trade | 71864 | 58685 | 71864 | 397542 | 397542 | 175263 |
Largest Losing Trade | -34605 | -34605 | -30402 | -255812 | -255812 | -202396 |
Avg Bars in Trades | 76 | 55 | 98 | 76 | 55 | 98 |
Avg Bars in Winners | 88 | 53 | 114 | 88 | 53 | 114 |
Avg Bars in Losers | 63 | 56 | 74 | 63 | 56 | 74 |
Bars Traded | 8611 | 3088 | 5523 | 8611 | 3088 | 5523 |
Profit Streak | 13.2103 | 13.2103 | 22.8769 | 13.2103 | 13.2103 | 22.8769 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393120 | -292788 | -182333 | -204060 | -436599 | -407274 |
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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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