Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298029.5534 | 111106.6132 | 186922.9402 | 148847.1748 | 134315.5905 | 14531.5843 |
Total P&L (%) | 298.0296 | 111.1066 | 186.9229 | 148.8472 | 134.3156 | 14.5316 |
Avg Daily Profit (%) | 0.1866 | 0.0696 | 0.117 | 0.0571 | 0.0533 | 0.0085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97314 | -66068 | -51517 | -508943 | -293748 | -278455 |
Profit Factor | 1.6664 | 1.41 | 2.0609 | 1.1175 | 1.1917 | 1.0257 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 43.5185 | 40.7407 | 46.2963 | 43.5185 | 40.7407 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.1628 | 2.0508 | 2.3906 | 1.4504 | 1.7334 | 1.1898 |
Largest Winning Trade | 238772 | 238772 | 59955 | 512255 | 512255 | 88800 |
Largest Losing Trade | -27331 | -27331 | -19474 | -132322 | -132322 | -117257 |
Avg Bars in Trades | 173 | 146 | 200 | 173 | 146 | 200 |
Avg Bars in Winners | 244 | 181 | 300 | 244 | 181 | 300 |
Avg Bars in Losers | 117 | 121 | 113 | 117 | 121 | 113 |
Bars Traded | 18699 | 7892 | 10807 | 18699 | 7892 | 10807 |
Profit Streak | 26.2197 | 26.2197 | 77.9697 | 26.2197 | 26.2197 | 77.9697 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340105 | -281320 | -213813 | -209151 | -313360 | -579492 |
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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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