Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381204.4178 | 254144.5368 | 127059.881 | 333782.0449 | 142953.6985 | 190828.3464 |
Total P&L (%) | 381.2044 | 254.1445 | 127.0599 | 333.782 | 142.9537 | 190.8283 |
Avg Daily Profit (%) | 0.1983 | 0.1322 | 0.0661 | 0.0764 | 0.0462 | 0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173245 | -168124 | -103418 | -127726 | -132970 | -106298 |
Profit Factor | 1.6906 | 1.7656 | 1.5776 | 1.695 | 1.5265 | 1.9144 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 49.5238 | 48.0769 | 50.9434 | 49.5238 | 48.0769 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.7231 | 1.9068 | 1.5191 | 1.7276 | 1.6486 | 1.8434 |
Largest Winning Trade | 149446 | 149446 | 45417 | 72934 | 65985 | 72934 |
Largest Losing Trade | -53235 | -53235 | -30387 | -42612 | -42612 | -30596 |
Avg Bars in Trades | 48 | 68 | 29 | 48 | 68 | 29 |
Avg Bars in Winners | 59 | 77 | 43 | 59 | 77 | 43 |
Avg Bars in Losers | 37 | 60 | 14 | 37 | 60 | 14 |
Bars Traded | 5119 | 3566 | 1552 | 5119 | 3566 | 1552 |
Profit Streak | 53.4452 | 67.4452 | 53.4452 | 53.4452 | 67.4452 | 53.4452 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428016 | -192574 | -280863 | -86681 | -308052 | -294183 |
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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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