Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263870.8652 | 203493.6221 | 60377.2431 | 43667.9858 | 8764.1597 | 34903.8261 |
Total P&L (%) | 263.8709 | 203.4936 | 60.3772 | 43.668 | 8.7642 | 34.9038 |
Avg Daily Profit (%) | 0.1844 | 0.1422 | 0.0422 | 0.0253 | 0.0059 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77892 | -49216 | -58250 | -177722 | -136110 | -117744 |
Profit Factor | 1.4126 | 1.535 | 1.233 | 1.0524 | 1.0166 | 1.1136 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 56.7568 | 58.9286 | 54.5455 | 56.7568 | 58.9286 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.0698 | 1.0275 | 0.8018 | 0.7086 | 0.928 |
Largest Winning Trade | 114260 | 114260 | 46339 | 138433 | 138433 | 44836 |
Largest Losing Trade | -49216 | -49216 | -36682 | -85953 | -71373 | -85953 |
Avg Bars in Trades | 75 | 95 | 55 | 75 | 95 | 55 |
Avg Bars in Winners | 70 | 83 | 56 | 70 | 83 | 56 |
Avg Bars in Losers | 82 | 113 | 54 | 82 | 113 | 54 |
Bars Traded | 8407 | 5359 | 3048 | 8407 | 5359 | 3048 |
Profit Streak | 0 | 0 | 87.3386 | 0 | 0 | 87.3386 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339501 | -180579 | -315620 | -324365 | -733548 | -442894 |
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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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