Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272781.0658 | 23541.8393 | 249239.2265 | 174542.1292 | -26622.9562 | 201165.0853 |
Total P&L (%) | 272.7811 | 23.5418 | 249.2392 | 174.5421 | -26.623 | 201.1651 |
Avg Daily Profit (%) | 0.1781 | 0.0154 | 0.1628 | 0.066 | -0.0202 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86126 | -140958 | -67716 | -91962 | -87924 | -44269 |
Profit Factor | 1.484 | 1.0727 | 2.0392 | 1.349 | 0.9108 | 1.9974 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 44.8598 | 33.9623 | 55.5556 | 44.8598 | 33.9623 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8241 | 2.0859 | 1.6313 | 1.6582 | 1.7709 | 1.5979 |
Largest Winning Trade | 102927 | 102927 | 36448 | 70253 | 70253 | 51973 |
Largest Losing Trade | -45048 | -32773 | -45048 | -37008 | -34621 | -37008 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 56 | 63 | 51 | 56 | 63 | 51 |
Avg Bars in Losers | 29 | 36 | 20 | 29 | 36 | 20 |
Bars Traded | 4456 | 2408 | 2048 | 4456 | 2408 | 2048 |
Profit Streak | 22.791 | 0 | 27.4577 | 22.791 | 0 | 27.4577 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309117 | -502823 | -167615 | -104514 | -764570 | -271777 |
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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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