Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439785.4712 | 303600.3768 | 136185.0944 | 374497.1292 | 101265.2868 | 273231.8424 |
Total P&L (%) | 439.7855 | 303.6004 | 136.1851 | 374.4971 | 101.2653 | 273.2318 |
Avg Daily Profit (%) | 0.3217 | 0.2221 | 0.0996 | 0.114 | 0.0512 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109117 | -62390 | -63658 | -604852 | -453113 | -278945 |
Profit Factor | 1.7549 | 1.944 | 1.5218 | 1.2346 | 1.1148 | 1.3828 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 51.8182 | 52.7273 | 50.9091 | 51.8182 | 52.7273 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.6317 | 1.7429 | 1.4674 | 1.148 | 0.9994 | 1.3334 |
Largest Winning Trade | 165690 | 165690 | 44552 | 269201 | 151068 | 269201 |
Largest Losing Trade | -54597 | -31538 | -54597 | -291565 | -291565 | -172937 |
Avg Bars in Trades | 47 | 50 | 43 | 47 | 50 | 43 |
Avg Bars in Winners | 63 | 67 | 58 | 63 | 67 | 58 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 5182 | 2768 | 2414 | 5182 | 2768 | 2414 |
Profit Streak | 25.2986 | 47.5486 | 25.2986 | 25.2986 | 47.5486 | 25.2986 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487425 | -167210 | -237931 | -39610 | -399237 | -243090 |
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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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