Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356073.1638 | 194667.9539 | 161405.2099 | 761144.1232 | 309130.2343 | 452013.8888 |
Total P&L (%) | 356.0732 | 194.668 | 161.4052 | 761.1441 | 309.1302 | 452.0139 |
Avg Daily Profit (%) | 0.189 | 0.1033 | 0.0857 | 0.1144 | 0.0748 | 0.0907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76810 | -57566 | -64109 | -420121 | -307764 | -201623 |
Profit Factor | 1.8924 | 1.9404 | 1.8407 | 1.3832 | 1.2688 | 1.5406 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 56.4815 | 51.8519 | 61.1111 | 56.4815 | 51.8519 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.4581 | 1.8018 | 1.1714 | 1.0658 | 1.1782 | 0.9804 |
Largest Winning Trade | 110502 | 110502 | 46810 | 376089 | 376089 | 142063 |
Largest Losing Trade | -49438 | -20376 | -49438 | -202578 | -202578 | -193082 |
Avg Bars in Trades | 49 | 43 | 55 | 49 | 43 | 55 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 47 | 36 | 61 | 47 | 36 | 61 |
Bars Traded | 5364 | 2343 | 3021 | 5364 | 2343 | 3021 |
Profit Streak | 0 | 94.617 | 0 | 0 | 94.617 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400904 | -230583 | -254790 | -38179 | -272406 | -250550 |
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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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