Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109469.4822 | 39087.2412 | 70382.241 | 37020.7522 | 18654.5008 | 18366.2514 |
Total P&L (%) | 109.4695 | 39.0872 | 70.3822 | 37.0208 | 18.6545 | 18.3663 |
Avg Daily Profit (%) | 0.2102 | 0.075 | 0.1351 | 0.0605 | 0.0328 | 0.0324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90780 | -39720 | -76226 | -116571 | -56946 | -103731 |
Profit Factor | 1.466 | 1.3645 | 1.5512 | 1.1387 | 1.1723 | 1.1158 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 67.6768 | 63.2653 | 72 | 67.6768 | 63.2653 | 72 |
Ratio Avg Win / Avg Loss | 0.7002 | 0.7923 | 0.6032 | 0.5439 | 0.6807 | 0.4339 |
Largest Winning Trade | 19904 | 11601 | 19904 | 12768 | 11166 | 12768 |
Largest Losing Trade | -71450 | -26154 | -71450 | -101568 | -27503 | -101568 |
Avg Bars in Trades | 246 | 298 | 195 | 246 | 298 | 195 |
Avg Bars in Winners | 174 | 212 | 141 | 174 | 212 | 141 |
Avg Bars in Losers | 397 | 444 | 335 | 397 | 444 | 335 |
Bars Traded | 24402 | 14606 | 9796 | 24402 | 14606 | 9796 |
Profit Streak | 3.3454 | 0 | 78.0329 | 3.3454 | 0 | 78.0329 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308932 | -94987 | -188823 | -182830 | -188269 | -428597 |
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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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