Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200327.616 | 50168.143 | 150159.473 | 123214.3291 | -138083.3532 | 261297.6822 |
Total P&L (%) | 200.3276 | 50.1681 | 150.1595 | 123.2143 | -138.0834 | 261.2977 |
Avg Daily Profit (%) | 0.1928 | 0.0483 | 0.1445 | 0.0773 | 0 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88396 | -84129 | -43712 | -348276 | -346086 | -203212 |
Profit Factor | 1.406 | 1.1985 | 1.624 | 1.0838 | 0.8172 | 1.3653 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 50.4587 | 47.2727 | 53.7037 | 50.4587 | 47.2727 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.3805 | 1.3368 | 1.4 | 1.0641 | 0.9114 | 1.177 |
Largest Winning Trade | 56889 | 56889 | 49213 | 153192 | 102905 | 153192 |
Largest Losing Trade | -30443 | -22086 | -30443 | -165233 | -118946 | -165233 |
Avg Bars in Trades | 54 | 36 | 72 | 54 | 36 | 72 |
Avg Bars in Winners | 72 | 49 | 92 | 72 | 49 | 92 |
Avg Bars in Losers | 36 | 25 | 49 | 36 | 25 | 49 |
Bars Traded | 5940 | 2029 | 3910 | 5940 | 2029 | 3910 |
Profit Streak | 42.2379 | 43.2379 | 42.2379 | 42.2379 | 43.2379 | 42.2379 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362296 | -312049 | -177201 | -216325 | -760906 | -206430 |
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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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