Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355317.7364 | 254859.4311 | 100458.3054 | 52189.9798 | 41226.29 | 10963.6898 |
Total P&L (%) | 355.3177 | 254.8594 | 100.4583 | 52.19 | 41.2263 | 10.9637 |
Avg Daily Profit (%) | 0.2606 | 0.1869 | 0.0737 | 0.0308 | 0.0253 | 0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144545 | -101992 | -104458 | -167699 | -90190 | -127290 |
Profit Factor | 1.5537 | 1.7683 | 1.3241 | 1.0983 | 1.1632 | 1.0394 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 44.9541 | 36.3636 | 53.7037 | 44.9541 | 36.3636 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.9025 | 3.0946 | 1.1414 | 1.3449 | 2.0357 | 0.896 |
Largest Winning Trade | 147237 | 147237 | 52541 | 64725 | 64725 | 52433 |
Largest Losing Trade | -74835 | -23121 | -74835 | -67280 | -22757 | -67280 |
Avg Bars in Trades | 73 | 64 | 83 | 73 | 64 | 83 |
Avg Bars in Winners | 101 | 94 | 107 | 101 | 94 | 107 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 8022 | 3540 | 4482 | 8022 | 3540 | 4482 |
Profit Streak | 23.3004 | 44.3004 | 23.3004 | 23.3004 | 44.3004 | 23.3004 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384391 | -173353 | -273356 | -265477 | -385229 | -676294 |
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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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