Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323040.0711 | 130037.2549 | 193002.8162 | 406094.0505 | 126421.6588 | 279672.3917 |
Total P&L (%) | 323.0401 | 130.0373 | 193.0028 | 406.0941 | 126.4217 | 279.6724 |
Avg Daily Profit (%) | 0.2019 | 0.0813 | 0.1206 | 0.1014 | 0.0511 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105060 | -125579 | -36199 | -242542 | -142567 | -174904 |
Profit Factor | 1.6822 | 1.446 | 2.0608 | 1.4548 | 1.2462 | 1.7375 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 50.4762 | 43.3962 | 57.6923 | 50.4762 | 43.3962 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.6505 | 1.886 | 1.5112 | 1.4274 | 1.6254 | 1.2742 |
Largest Winning Trade | 139025 | 139025 | 56860 | 148766 | 127052 | 148766 |
Largest Losing Trade | -39472 | -39472 | -23513 | -174904 | -73731 | -174904 |
Avg Bars in Trades | 42 | 31 | 52 | 42 | 31 | 52 |
Avg Bars in Winners | 47 | 36 | 55 | 47 | 36 | 55 |
Avg Bars in Losers | 36 | 27 | 49 | 36 | 27 | 49 |
Bars Traded | 4415 | 1665 | 2750 | 4415 | 1665 | 2750 |
Profit Streak | 0 | 0 | 67.2999 | 0 | 0 | 67.2999 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401949 | -264978 | -206552 | -56237 | -306443 | -257899 |
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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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