Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453733.1531 | 270610.7605 | 183122.3925 | 1796818.7608 | 1228003.8231 | 568814.9377 |
Total P&L (%) | 453.7332 | 270.6108 | 183.1224 | 1796.8188 | 1228.0038 | 568.8149 |
Avg Daily Profit (%) | 0.3353 | 0.2 | 0.1353 | 0.2177 | 0.1913 | 0.1405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79259 | -48047 | -85706 | -892111 | -558043 | -503371 |
Profit Factor | 1.8722 | 2.0158 | 1.7214 | 1.5511 | 1.7545 | 1.3483 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 48.5437 | 44.2308 | 52.9412 | 48.5437 | 44.2308 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9845 | 2.5417 | 1.5301 | 1.6442 | 2.2122 | 1.1985 |
Largest Winning Trade | 62296 | 62296 | 41710 | 660127 | 660127 | 484294 |
Largest Losing Trade | -24345 | -23794 | -24345 | -285332 | -199777 | -285332 |
Avg Bars in Trades | 75 | 71 | 78 | 75 | 71 | 78 |
Avg Bars in Winners | 109 | 109 | 108 | 109 | 109 | 108 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 7756 | 3738 | 4018 | 7756 | 3738 | 4018 |
Profit Streak | 14.5642 | 30.7309 | 0 | 14.5642 | 30.7309 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454651 | -170307 | -188801 | 403801 | -170469 | -184327 |
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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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