Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376672.9441 | 265618.7676 | 111054.1765 | 320691.6439 | 171052.6544 | 149638.9895 |
Total P&L (%) | 376.6729 | 265.6188 | 111.0542 | 320.6916 | 171.0527 | 149.639 |
Avg Daily Profit (%) | 0.2749 | 0.1939 | 0.0811 | 0.1049 | 0.0728 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121331 | -88147 | -104218 | -179497 | -219142 | -145307 |
Profit Factor | 1.5742 | 1.7245 | 1.3838 | 1.335 | 1.3021 | 1.3827 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 42.7273 | 32.7273 | 52.7273 | 42.7273 | 32.7273 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.1101 | 3.5447 | 1.2406 | 1.7895 | 2.6765 | 1.2396 |
Largest Winning Trade | 146646 | 146646 | 35798 | 117851 | 117851 | 87632 |
Largest Losing Trade | -32050 | -24175 | -32050 | -83373 | -83373 | -50347 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 103 | 130 | 87 | 103 | 130 | 87 |
Avg Bars in Losers | 47 | 50 | 42 | 47 | 50 | 42 |
Bars Traded | 7846 | 4211 | 3635 | 7846 | 4211 | 3635 |
Profit Streak | 53.8269 | 53.8269 | 63.1602 | 53.8269 | 53.8269 | 63.1602 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344909 | -175650 | -263271 | -53047 | -281004 | -282294 |
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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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