Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626709.9092 | 453210.3638 | 173499.5454 | 706112.2069 | 188075.28 | 518036.9269 |
Total P&L (%) | 626.7099 | 453.2104 | 173.4995 | 706.1122 | 188.0753 | 518.0369 |
Avg Daily Profit (%) | 0.3568 | 0.258 | 0.0988 | 0.1189 | 0.0603 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117600 | -162947 | -56269 | -469996 | -498272 | -203797 |
Profit Factor | 1.9672 | 2.1569 | 1.6772 | 1.3175 | 1.1426 | 1.5728 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 36.1111 | 25.9259 | 46.2963 | 36.1111 | 25.9259 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.4805 | 6.1625 | 1.9456 | 2.331 | 3.2645 | 1.8245 |
Largest Winning Trade | 317648 | 317648 | 58026 | 317648 | 317648 | 141467 |
Largest Losing Trade | -29623 | -29623 | -26421 | -203797 | -119482 | -203797 |
Avg Bars in Trades | 31 | 28 | 35 | 31 | 28 | 35 |
Avg Bars in Winners | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3444 | 1526 | 1918 | 3444 | 1526 | 1918 |
Profit Streak | 18.0896 | 0 | 29.0896 | 18.0896 | 0 | 29.0896 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308343 | -193569 | -238883 | -37118 | -380857 | -232153 |
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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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