Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540588.5345 | 349232.7159 | 191355.8186 | 208196.7318 | 180052.953 | 28143.7788 |
Total P&L (%) | 540.5885 | 349.2327 | 191.3558 | 208.1967 | 180.053 | 28.1438 |
Avg Daily Profit (%) | 0.3626 | 0.2342 | 0.1283 | 0.0755 | 0.0691 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167417 | -146322 | -98526 | -401904 | -290299 | -270630 |
Profit Factor | 1.8325 | 1.9606 | 1.6695 | 1.163 | 1.3077 | 1.0407 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 49.5413 | 43.6364 | 55.5556 | 49.5413 | 43.6364 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8665 | 2.5325 | 1.3356 | 1.1846 | 1.6891 | 0.8325 |
Largest Winning Trade | 175269 | 175269 | 59123 | 191210 | 191210 | 144419 |
Largest Losing Trade | -80649 | -39192 | -80649 | -263751 | -143726 | -263751 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 4202 | 1953 | 2248 | 4202 | 1953 | 2248 |
Profit Streak | 37.3474 | 191.014 | 0 | 37.3474 | 191.014 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488167 | -169533 | -198968 | -132671 | -280612 | -530699 |
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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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