Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312663.5569 | 108576.7197 | 204086.8371 | 151507.0795 | 277904.0695 | -126396.99 |
Total P&L (%) | 312.6636 | 108.5767 | 204.0868 | 151.5071 | 277.9041 | -126.397 |
Avg Daily Profit (%) | 0.2117 | 0.0735 | 0.1382 | 0.0625 | 0.0901 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147561 | -74158 | -84280 | -737951 | -421820 | -585336 |
Profit Factor | 1.5278 | 1.4195 | 1.6119 | 1.0676 | 1.323 | 0.9085 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 55.4545 | 58.1818 | 52.7273 | 55.4545 | 58.1818 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.2273 | 1.0203 | 1.4451 | 0.8576 | 0.9509 | 0.8145 |
Largest Winning Trade | 95811 | 95811 | 64825 | 213556 | 209542 | 213556 |
Largest Losing Trade | -59514 | -30479 | -59514 | -476317 | -183469 | -476317 |
Avg Bars in Trades | 74 | 52 | 97 | 74 | 52 | 97 |
Avg Bars in Winners | 83 | 54 | 116 | 83 | 54 | 116 |
Avg Bars in Losers | 64 | 50 | 75 | 64 | 50 | 75 |
Bars Traded | 8237 | 2900 | 5337 | 8237 | 2900 | 5337 |
Profit Streak | 124.2246 | 124.2246 | 126.3913 | 124.2246 | 124.2246 | 126.3913 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416976 | -271990 | -185333 | -254971 | -252188 | -759520 |
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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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