Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400242.5835 | 265161.3894 | 135081.1941 | 807972.2904 | 305285.1915 | 502687.0989 |
Total P&L (%) | 400.2426 | 265.1614 | 135.0812 | 807.9723 | 305.2852 | 502.6871 |
Avg Daily Profit (%) | 0.1814 | 0.1201 | 0.0612 | 0.1 | 0.0634 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84699 | -79731 | -61898 | -222268 | -198722 | -121356 |
Profit Factor | 1.8946 | 2.0625 | 1.6829 | 1.7373 | 1.4824 | 2.0859 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 52.9412 | 45.098 | 60.7843 | 52.9412 | 45.098 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.6841 | 2.5108 | 1.0857 | 1.5443 | 1.8046 | 1.3458 |
Largest Winning Trade | 106038 | 106038 | 47271 | 251170 | 219385 | 251170 |
Largest Losing Trade | -35064 | -35064 | -26238 | -121356 | -100911 | -121356 |
Avg Bars in Trades | 61 | 50 | 73 | 61 | 50 | 73 |
Avg Bars in Winners | 83 | 78 | 87 | 83 | 78 | 87 |
Avg Bars in Losers | 37 | 27 | 52 | 37 | 27 | 52 |
Bars Traded | 6311 | 2574 | 3737 | 6311 | 2574 | 3737 |
Profit Streak | 87.3228 | 124.9895 | 87.3228 | 87.3228 | 124.9895 | 87.3228 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470665 | -209693 | -287220 | -53738 | -286929 | -259072 |
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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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