Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304864.6997 | 118828.8061 | 186035.8936 | 272631.0159 | 50439.7653 | 222191.2506 |
Total P&L (%) | 304.8647 | 118.8288 | 186.0359 | 272.631 | 50.4398 | 222.1913 |
Avg Daily Profit (%) | 0.2056 | 0.0801 | 0.1255 | 0.0888 | 0.0275 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116359 | -68220 | -79020 | -348584 | -240941 | -206172 |
Profit Factor | 1.5515 | 1.3322 | 1.9536 | 1.2127 | 1.0618 | 1.4767 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 53.0435 | 44.8276 | 61.4035 | 53.0435 | 44.8276 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.3735 | 1.6396 | 1.228 | 1.0735 | 1.3069 | 0.9282 |
Largest Winning Trade | 107889 | 107889 | 56812 | 182587 | 182587 | 64788 |
Largest Losing Trade | -37428 | -37428 | -31464 | -115915 | -115915 | -75567 |
Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 35 | 44 | 21 | 35 | 44 | 21 |
Bars Traded | 4104 | 2409 | 1695 | 4104 | 2409 | 1695 |
Profit Streak | 7.5617 | 24.5617 | 0 | 7.5617 | 24.5617 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384060 | -266077 | -201207 | -73532 | -491410 | -266353 |
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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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