Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357145.634 | 165603.5801 | 191542.0538 | 321902.2576 | 297361.6803 | 24540.5773 |
Total P&L (%) | 357.1456 | 165.6036 | 191.5421 | 321.9023 | 297.3617 | 24.5406 |
Avg Daily Profit (%) | 0.2222 | 0.1031 | 0.1192 | 0.0896 | 0.0859 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70471 | -62015 | -41048 | -736593 | -470387 | -343896 |
Profit Factor | 1.8624 | 1.7225 | 2.0358 | 1.1499 | 1.2946 | 1.0216 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 53 | 34 | 19 | 53 | 34 | 19 |
Profitability (%) | 53.0973 | 40.3509 | 66.0714 | 53.0973 | 40.3509 | 66.0714 |
Ratio Avg Win / Avg Loss | 1.6451 | 2.5462 | 1.0454 | 1.0157 | 1.9137 | 0.5246 |
Largest Winning Trade | 270948 | 270948 | 55272 | 805240 | 805240 | 195101 |
Largest Losing Trade | -28325 | -28325 | -22835 | -189543 | -122565 | -189543 |
Avg Bars in Trades | 39 | 23 | 55 | 39 | 23 | 55 |
Avg Bars in Winners | 57 | 32 | 72 | 57 | 32 | 72 |
Avg Bars in Losers | 18 | 16 | 22 | 18 | 16 | 22 |
Bars Traded | 4437 | 1323 | 3114 | 4437 | 1323 | 3114 |
Profit Streak | 44.5965 | 44.5965 | 54.2632 | 44.5965 | 44.5965 | 54.2632 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469262 | -235115 | -208113 | -127255 | -260098 | -553916 |
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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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