Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284280.3666 | 201129.183 | 83151.1836 | 285759.6494 | 32941.5165 | 252818.1329 |
Total P&L (%) | 284.2804 | 201.1292 | 83.1512 | 285.7596 | 32.9415 | 252.8181 |
Avg Daily Profit (%) | 0.2347 | 0.166 | 0.0686 | 0.1115 | 0.0235 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77382 | -75191 | -60832 | -359162 | -379563 | -104107 |
Profit Factor | 1.5735 | 1.772 | 1.3536 | 1.2479 | 1.0447 | 1.6082 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 47.5728 | 47.0588 | 48.0769 | 47.5728 | 47.0588 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.7341 | 1.9935 | 1.4619 | 1.3753 | 1.1753 | 1.7368 |
Largest Winning Trade | 97519 | 97519 | 40956 | 111522 | 111522 | 96286 |
Largest Losing Trade | -37169 | -30321 | -37169 | -166258 | -166258 | -52984 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 44 | 47 | 42 | 44 | 47 | 42 |
Bars Traded | 4589 | 2395 | 2194 | 4589 | 2395 | 2194 |
Profit Streak | 19.6396 | 28.8896 | 19.6396 | 19.6396 | 28.8896 | 19.6396 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402438 | -169968 | -281127 | -43981 | -516326 | -231179 |
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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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