Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339985.0115 | 224064.1823 | 115920.8292 | 236494.7074 | 23915.0463 | 212579.661 |
Total P&L (%) | 339.985 | 224.0642 | 115.9208 | 236.4947 | 23.915 | 212.5797 |
Avg Daily Profit (%) | 0.2512 | 0.1656 | 0.0857 | 0.0897 | 0.0158 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112014 | -70638 | -88830 | -221543 | -303378 | -163875 |
Profit Factor | 1.6906 | 1.8848 | 1.4849 | 1.1953 | 1.0371 | 1.3754 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 48.4536 | 41.6667 | 55.102 | 48.4536 | 41.6667 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7985 | 2.6387 | 1.2099 | 1.2716 | 1.4519 | 1.1207 |
Largest Winning Trade | 123542 | 123542 | 36314 | 147655 | 147655 | 87614 |
Largest Losing Trade | -53976 | -38357 | -53976 | -125116 | -125116 | -102073 |
Avg Bars in Trades | 78 | 88 | 68 | 78 | 88 | 68 |
Avg Bars in Winners | 95 | 117 | 79 | 95 | 117 | 79 |
Avg Bars in Losers | 62 | 68 | 54 | 62 | 68 | 54 |
Bars Traded | 7597 | 4261 | 3336 | 7597 | 4261 | 3336 |
Profit Streak | 39.8901 | 0 | 75.7234 | 39.8901 | 0 | 75.7234 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412803 | 279093 | -76069 | -78685 | -358827 | -78613 |
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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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