Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397128.8663 | 278338.4836 | 118790.3827 | 344631.0652 | 332562.967 | 12068.0982 |
Total P&L (%) | 397.1289 | 278.3385 | 118.7904 | 344.6311 | 332.563 | 12.0681 |
Avg Daily Profit (%) | 0.3888 | 0.2725 | 0.1163 | 0.1462 | 0.1435 | 0.0112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138785 | -80891 | -96637 | -623433 | -369171 | -266745 |
Profit Factor | 1.6731 | 1.9276 | 1.4097 | 1.2281 | 1.4283 | 1.0164 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 44.2478 | 36.8421 | 51.7857 | 44.2478 | 36.8421 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.1081 | 3.3045 | 1.3125 | 1.5474 | 2.4486 | 0.9463 |
Largest Winning Trade | 175238 | 175238 | 39464 | 492472 | 492472 | 94718 |
Largest Losing Trade | -41158 | -22959 | -41158 | -170049 | -108178 | -170049 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 73 | 80 | 67 | 73 | 80 | 67 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 5926 | 3067 | 2859 | 5926 | 3067 | 2859 |
Profit Streak | 57.5813 | 97.0813 | 57.5813 | 57.5813 | 97.0813 | 57.5813 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427173 | -172191 | -216234 | 84283 | -183586 | -662757 |
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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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