Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156395.1114 | 119882.507 | 36512.6045 | 46103.5007 | 15764.5092 | 30338.9915 |
Total P&L (%) | 156.3951 | 119.8825 | 36.5126 | 46.1035 | 15.7645 | 30.339 |
Avg Daily Profit (%) | 0.3003 | 0.2302 | 0.0701 | 0.0728 | 0.0281 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108794 | -73412 | -78303 | -101521 | -98542 | -63329 |
Profit Factor | 1.3728 | 1.5563 | 1.179 | 1.1204 | 1.0742 | 1.1779 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 44.8598 | 39.6226 | 50 | 44.8598 | 39.6226 | 50 |
Ratio Avg Win / Avg Loss | 1.6874 | 2.3715 | 1.179 | 1.3771 | 1.6369 | 1.1779 |
Largest Winning Trade | 122078 | 122078 | 24155 | 85511 | 85511 | 17026 |
Largest Losing Trade | -36052 | -18682 | -36052 | -43298 | -32078 | -43298 |
Avg Bars in Trades | 228 | 222 | 234 | 228 | 222 | 234 |
Avg Bars in Winners | 344 | 351 | 339 | 344 | 351 | 339 |
Avg Bars in Losers | 133 | 136 | 128 | 133 | 136 | 128 |
Bars Traded | 24404 | 11768 | 12636 | 24404 | 11768 | 12636 |
Profit Streak | 10.8225 | 0 | 12.76 | 10.8225 | 0 | 12.76 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305277 | -174019 | -305507 | -187151 | -487493 | -332918 |
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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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