Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301881.8992 | 64408.2979 | 237473.6013 | 318900.6388 | 584.8959 | 318315.7428 |
Total P&L (%) | 301.8819 | 64.4083 | 237.4736 | 318.9006 | 0.5849 | 318.3157 |
Avg Daily Profit (%) | 0.1973 | 0.0421 | 0.1552 | 0.0936 | 0.0004 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69911 | -56021 | -75925 | -298574 | -183356 | -248371 |
Profit Factor | 1.5316 | 1.2375 | 1.8006 | 1.1889 | 1.0007 | 1.3584 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 43.8095 | 38.4615 | 49.0566 | 43.8095 | 38.4615 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.9645 | 1.9799 | 1.8698 | 1.5249 | 1.6012 | 1.4106 |
Largest Winning Trade | 75478 | 59407 | 75478 | 140495 | 140304 | 140495 |
Largest Losing Trade | -32255 | -21632 | -32255 | -138629 | -67989 | -138629 |
Avg Bars in Trades | 42 | 30 | 54 | 42 | 30 | 54 |
Avg Bars in Winners | 69 | 46 | 86 | 69 | 46 | 86 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 4456 | 1590 | 2866 | 4456 | 1590 | 2866 |
Profit Streak | 22.1874 | 0 | 40.1874 | 22.1874 | 0 | 40.1874 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310630 | -320791 | -169220 | -81149 | -761230 | -247497 |
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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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