Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399503.5908 | 255929.3499 | 143574.2409 | 330045.0801 | 31293.1652 | 298751.9149 |
Total P&L (%) | 399.5036 | 255.9294 | 143.5742 | 330.0451 | 31.2932 | 298.7519 |
Avg Daily Profit (%) | 0.2917 | 0.1869 | 0.1048 | 0.1066 | 0.0199 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79141 | -90010 | -31856 | -400477 | -442709 | -117414 |
Profit Factor | 1.8223 | 1.6925 | 2.2347 | 1.2451 | 1.0299 | 1.9976 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 37.8378 | 29.0909 | 46.4286 | 37.8378 | 29.0909 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.9937 | 4.1255 | 2.5785 | 2.0455 | 2.5103 | 2.3049 |
Largest Winning Trade | 262407 | 262407 | 30655 | 267857 | 267857 | 90350 |
Largest Losing Trade | -17801 | -17111 | -17801 | -79872 | -77505 | -79872 |
Avg Bars in Trades | 69 | 119 | 21 | 69 | 119 | 21 |
Avg Bars in Winners | 122 | 268 | 33 | 122 | 268 | 33 |
Avg Bars in Losers | 37 | 57 | 11 | 37 | 57 | 11 |
Bars Traded | 7760 | 6545 | 1215 | 7760 | 6545 | 1215 |
Profit Streak | 67.9041 | 115.4041 | 67.9041 | 67.9041 | 115.4041 | 67.9041 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302288 | -180444 | -229395 | -53334 | -547001 | -234902 |
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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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