Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367594.4179 | 201138.8228 | 166455.595 | 198914.3265 | 12662.9621 | 186251.3644 |
Total P&L (%) | 367.5944 | 201.1388 | 166.4556 | 198.9143 | 12.663 | 186.2514 |
Avg Daily Profit (%) | 0.2298 | 0.1257 | 0.1041 | 0.0685 | 0.0075 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103510 | -144075 | -27316 | -127569 | -125918 | -56459 |
Profit Factor | 1.9292 | 1.7458 | 2.3221 | 1.3469 | 1.0305 | 2.173 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 49.5238 | 41.5094 | 57.6923 | 49.5238 | 41.5094 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.9663 | 2.46 | 1.7029 | 1.3728 | 1.4521 | 1.5935 |
Largest Winning Trade | 327530 | 327530 | 43838 | 178148 | 178148 | 76330 |
Largest Losing Trade | -32229 | -32229 | -21267 | -59876 | -59876 | -50301 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 53 | 41 | 63 | 53 | 41 | 63 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 4381 | 1888 | 2493 | 4381 | 1888 | 2493 |
Profit Streak | 23.3517 | 23.3517 | 68.0184 | 23.3517 | 23.3517 | 68.0184 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473053 | -204167 | -227320 | -99536 | -635056 | -278661 |
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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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