Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387248.5293 | 295901.9854 | 91346.5439 | 241222.6273 | 239493.5661 | 1729.0611 |
Total P&L (%) | 387.2485 | 295.902 | 91.3465 | 241.2226 | 239.4936 | 1.7291 |
Avg Daily Profit (%) | 0.1683 | 0.1286 | 0.0397 | 0.0533 | 0.0531 | 0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93555 | -80755 | -125743 | -394704 | -191074 | -290636 |
Profit Factor | 1.6988 | 2.0941 | 1.3219 | 1.188 | 1.381 | 1.0026 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 56.1905 | 52.8302 | 59.6154 | 56.1905 | 52.8302 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.3245 | 1.8697 | 0.8955 | 0.9263 | 1.2331 | 0.6792 |
Largest Winning Trade | 126097 | 126097 | 56986 | 318234 | 318234 | 95602 |
Largest Losing Trade | -50280 | -40236 | -50280 | -262488 | -110457 | -262488 |
Avg Bars in Trades | 39 | 29 | 48 | 39 | 29 | 48 |
Avg Bars in Winners | 48 | 36 | 58 | 48 | 36 | 58 |
Avg Bars in Losers | 27 | 21 | 34 | 27 | 21 | 34 |
Bars Traded | 4107 | 1579 | 2528 | 4107 | 1579 | 2528 |
Profit Streak | 22.2359 | 24.2359 | 22.2359 | 22.2359 | 24.2359 | 22.2359 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432204 | -195780 | -319595 | -134500 | -299779 | -755138 |
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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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