Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565728.4443 | 340698.4085 | 225030.0358 | 707776.4188 | 138093.1039 | 569683.3149 |
Total P&L (%) | 565.7284 | 340.6984 | 225.03 | 707.7764 | 138.0931 | 569.6833 |
Avg Daily Profit (%) | 0.3133 | 0.1887 | 0.1246 | 0.1158 | 0.0481 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148646 | -168696 | -49057 | -1071992 | -715923 | -588309 |
Profit Factor | 1.8881 | 1.8284 | 1.9969 | 1.2028 | 1.068 | 1.3905 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 44.8598 | 31.4815 | 58.4906 | 44.8598 | 31.4815 | 58.4906 |
Ratio Avg Win / Avg Loss | 2.3208 | 3.9795 | 1.4171 | 1.4785 | 2.3245 | 0.9868 |
Largest Winning Trade | 252648 | 252648 | 52936 | 507764 | 507764 | 308717 |
Largest Losing Trade | -48492 | -30885 | -48492 | -575602 | -235440 | -575602 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 39 | 47 | 35 | 39 | 47 | 35 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 3517 | 1898 | 1619 | 3517 | 1898 | 1619 |
Profit Streak | 37.3054 | 37.3054 | 48.3054 | 37.3054 | 37.3054 | 48.3054 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427163 | -175996 | -202335 | -39257 | -460320 | -231305 |
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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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