Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113494.1043 | 197419.1816 | -83925.0773 | 349541.9788 | 223389.7115 | 126152.2674 |
Total P&L (%) | 113.4941 | 197.4192 | -83.9251 | 349.542 | 223.3897 | 126.1523 |
Avg Daily Profit (%) | 0.0907 | 0.1579 | -0.0671 | 0.1203 | 0.0939 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119277 | -46241 | -124023 | -90550 | -105489 | -76375 |
Profit Factor | 1.1905 | 2.3808 | 0.8147 | 1.5137 | 1.9661 | 1.2808 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 71 | 36 | 35 | 67 | 34 | 33 |
Losing Trades | 25 | 12 | 13 | 29 | 14 | 15 |
Profitability (%) | 73.9583 | 75 | 72.9167 | 69.7917 | 70.8333 | 68.75 |
Ratio Avg Win / Avg Loss | 0.4192 | 0.7936 | 0.3026 | 0.6552 | 0.8096 | 0.5822 |
Largest Winning Trade | 41950 | 36315 | 41950 | 182219 | 83721 | 182219 |
Largest Losing Trade | -190197 | -37983 | -190197 | -190197 | -90550 | -190197 |
Avg Bars in Trades | 73 | 79 | 68 | 73 | 79 | 68 |
Avg Bars in Winners | 48 | 56 | 40 | 52 | 55 | 49 |
Avg Bars in Losers | 146 | 147 | 144 | 123 | 136 | 111 |
Bars Traded | 7101 | 3798 | 3303 | 7101 | 3798 | 3303 |
Profit Streak | 70.7747 | 99.2747 | 70.7747 | 70.7747 | 99.2747 | 70.7747 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79260 | 496227 | -576341 | -28064 | -62438 | -103584 |
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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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