Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456598.1444 | 303232.9266 | 153365.2178 | 516951.6419 | 384813.8925 | 132137.7494 |
Total P&L (%) | 456.5981 | 303.2329 | 153.3652 | 516.9516 | 384.8139 | 132.1377 |
Avg Daily Profit (%) | 0.3366 | 0.2236 | 0.1131 | 0.1342 | 0.1165 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124583 | -73079 | -65419 | -339410 | -336371 | -336112 |
Profit Factor | 1.7116 | 1.9005 | 1.503 | 1.2545 | 1.3724 | 1.1324 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 42.3423 | 33.9286 | 50.9091 | 42.3423 | 33.9286 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.3307 | 3.7009 | 1.4493 | 1.7082 | 2.6726 | 1.0919 |
Largest Winning Trade | 152810 | 152810 | 43521 | 256623 | 256623 | 152200 |
Largest Losing Trade | -47766 | -27755 | -47766 | -165462 | -81056 | -165462 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 3996 | 1951 | 2044 | 3996 | 1951 | 2044 |
Profit Streak | 16.7511 | 24.7511 | 0 | 16.7511 | 24.7511 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357196 | -174608 | -220653 | -14586 | -221934 | -364838 |
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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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