Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342174.228 | 266620.2515 | 75553.9766 | 80700.6664 | 190937.7951 | -110237.1287 |
Total P&L (%) | 342.1742 | 266.6203 | 75.554 | 80.7007 | 190.9378 | -110.2371 |
Avg Daily Profit (%) | 0.3351 | 0.2611 | 0.074 | 0.058 | 0.1046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262555 | -135337 | -113987 | -233669 | -59932 | -48435 |
Profit Factor | 1.5142 | 1.7624 | 1.2393 | 1.2029 | 2.22 | 0.5429 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 45.8716 | 43.6364 | 48.1481 | 45.8716 | 43.6364 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.7867 | 2.2765 | 1.3346 | 1.4195 | 2.8675 | 0.5846 |
Largest Winning Trade | 177193 | 177193 | 45983 | 141031 | 141031 | 35703 |
Largest Losing Trade | -54291 | -31441 | -54291 | -130859 | -21931 | -130859 |
Avg Bars in Trades | 108 | 114 | 103 | 108 | 114 | 103 |
Avg Bars in Winners | 139 | 155 | 125 | 139 | 155 | 125 |
Avg Bars in Losers | 82 | 82 | 82 | 82 | 82 | 82 |
Bars Traded | 11844 | 6271 | 5573 | 11844 | 6271 | 5573 |
Profit Streak | 28.0028 | 28.0028 | 28.4194 | 28.0028 | 28.0028 | 28.4194 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395056 | -170504 | -274678 | -116345 | -231057 | -761013 |
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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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