Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311256.0755 | 106052.8642 | 205203.2114 | 103900.6716 | -184535.17 | 288435.8417 |
Total P&L (%) | 311.2561 | 106.0529 | 205.2032 | 103.9007 | -184.5352 | 288.4358 |
Avg Daily Profit (%) | 0.1881 | 0.0641 | 0.124 | 0.0431 | 0 | 0.082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131258 | -102631 | -81400 | -344047 | -353755 | -164916 |
Profit Factor | 1.5665 | 1.3076 | 2.0028 | 1.0788 | 0.7874 | 1.6407 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 47.9592 | 48.9796 | 46.9388 | 47.9592 | 48.9796 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.6998 | 1.362 | 2.2641 | 1.1706 | 0.8202 | 1.8547 |
Largest Winning Trade | 95540 | 95540 | 50503 | 91808 | 83689 | 91808 |
Largest Losing Trade | -64992 | -60390 | -64992 | -227841 | -227841 | -139434 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 3182 | 1638 | 1544 | 3182 | 1638 | 1544 |
Profit Streak | 20.9922 | 31.9922 | 20.9922 | 20.9922 | 31.9922 | 20.9922 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391133 | -106996 | -24222 | -268698 | -580538 | -80874 |
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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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