Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484973.689 | 294799.1389 | 190174.5501 | 1296942.832 | 534353.5442 | 762589.2878 |
Total P&L (%) | 484.9737 | 294.7991 | 190.1746 | 1296.9428 | 534.3535 | 762.5893 |
Avg Daily Profit (%) | 0.3537 | 0.215 | 0.1387 | 0.1925 | 0.1348 | 0.1573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102219 | -74791 | -52882 | -431150 | -347994 | -314663 |
Profit Factor | 1.9495 | 2.0989 | 1.7842 | 1.7089 | 1.5684 | 1.8574 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 49.0196 | 43.1373 | 54.902 | 49.0196 | 43.1373 | 54.902 |
Ratio Avg Win / Avg Loss | 2.0275 | 2.7668 | 1.4656 | 1.7773 | 2.0675 | 1.5257 |
Largest Winning Trade | 156676 | 156676 | 45736 | 317703 | 265493 | 317703 |
Largest Losing Trade | -38709 | -17831 | -38709 | -133299 | -133299 | -102463 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 72 | 56 | 84 | 72 | 56 | 84 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 5234 | 2057 | 3177 | 5234 | 2057 | 3177 |
Profit Streak | 30.6635 | 47.9135 | 30.6635 | 30.6635 | 47.9135 | 30.6635 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487031 | -170423 | -184497 | 435719 | -191961 | -167682 |
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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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