Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444505.1312 | 336608.3988 | 107896.7324 | 968292.8755 | 442203.3141 | 526089.5613 |
Total P&L (%) | 444.5051 | 336.6084 | 107.8967 | 968.2929 | 442.2033 | 526.0896 |
Avg Daily Profit (%) | 0.2018 | 0.1528 | 0.049 | 0.1076 | 0.0768 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102233 | -71841 | -95836 | -272923 | -196096 | -91633 |
Profit Factor | 1.9297 | 2.5968 | 1.4036 | 1.8636 | 1.7155 | 2.0456 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 47.2727 | 40 | 54.5455 | 47.2727 | 40 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.1523 | 3.8951 | 1.1697 | 2.0786 | 2.5732 | 1.7046 |
Largest Winning Trade | 130387 | 130387 | 55261 | 307488 | 298545 | 307488 |
Largest Losing Trade | -31365 | -18048 | -31365 | -164124 | -164124 | -73935 |
Avg Bars in Trades | 77 | 69 | 84 | 77 | 69 | 84 |
Avg Bars in Winners | 119 | 117 | 120 | 119 | 117 | 120 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 8478 | 3849 | 4629 | 8478 | 3849 | 4629 |
Profit Streak | 85.2113 | 113.2113 | 0 | 85.2113 | 113.2113 | 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 | 399263 | -171211 | -306252 | -45626 | -270584 | -256902 |
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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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