Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347904.2032 | 244216.3961 | 103687.8071 | 234179.8355 | 272844.6494 | -38664.814 |
Total P&L (%) | 347.9042 | 244.2164 | 103.6878 | 234.1798 | 272.8446 | -38.6648 |
Avg Daily Profit (%) | 0.1804 | 0.1266 | 0.0538 | 0.0626 | 0.0682 | -0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166481 | -80484 | -107450 | -2410639 | -1016601 | -1408616 |
Profit Factor | 1.6857 | 1.964 | 1.4081 | 1.0472 | 1.1047 | 0.9836 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 41.7582 | 36.9565 | 46.6667 | 41.7582 | 36.9565 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3511 | 3.3503 | 1.6093 | 1.4605 | 1.8844 | 1.1241 |
Largest Winning Trade | 193184 | 193184 | 66816 | 771341 | 771341 | 441472 |
Largest Losing Trade | -41322 | -28354 | -41322 | -493502 | -472649 | -493502 |
Avg Bars in Trades | 245 | 195 | 297 | 245 | 195 | 297 |
Avg Bars in Winners | 418 | 323 | 496 | 418 | 323 | 496 |
Avg Bars in Losers | 121 | 120 | 123 | 121 | 120 | 123 |
Bars Traded | 22359 | 8979 | 13380 | 22359 | 8979 | 13380 |
Profit Streak | 48.3215 | 48.3215 | 57.2382 | 48.3215 | 48.3215 | 57.2382 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312259 | -24708 | -119950 | -279997 | -210549 | -579780 |
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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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