Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453733.0581 | 340811.1597 | 112921.8983 | 431181.2876 | 333598.6853 | 97582.6023 |
Total P&L (%) | 453.7331 | 340.8112 | 112.9219 | 431.1813 | 333.5987 | 97.5826 |
Avg Daily Profit (%) | 0.2364 | 0.1776 | 0.0588 | 0.087 | 0.0765 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138853 | -61523 | -79421 | -520899 | -214734 | -306165 |
Profit Factor | 1.8182 | 2.4216 | 1.3587 | 1.2648 | 1.4519 | 1.1097 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 40 | 43.3962 | 36.5385 | 40 | 43.3962 | 36.5385 |
Ratio Avg Win / Avg Loss | 2.7273 | 3.1586 | 2.3599 | 1.8972 | 1.8938 | 1.9273 |
Largest Winning Trade | 198700 | 198700 | 64866 | 269536 | 269536 | 167982 |
Largest Losing Trade | -26608 | -26608 | -26118 | -81128 | -81128 | -65161 |
Avg Bars in Trades | 52 | 39 | 65 | 52 | 39 | 65 |
Avg Bars in Winners | 88 | 57 | 127 | 88 | 57 | 127 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 5499 | 2108 | 3391 | 5499 | 2108 | 3391 |
Profit Streak | 62.5321 | 62.5321 | 136.8654 | 62.5321 | 62.5321 | 136.8654 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314868 | -170020 | -296746 | -78402 | -270801 | -428227 |
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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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