Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272427.6087 | 189804.9635 | 82622.6452 | 47920.4983 | -5467.5501 | 53388.0483 |
Total P&L (%) | 272.4276 | 189.805 | 82.6226 | 47.9205 | -5.4676 | 53.388 |
Avg Daily Profit (%) | 0.1986 | 0.1384 | 0.0602 | 0.0286 | -0.0041 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171084 | -91775 | -142698 | -190069 | -130297 | -115895 |
Profit Factor | 1.3889 | 1.5301 | 1.2413 | 1.0764 | 0.9831 | 1.176 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 44.5455 | 40 | 49.0909 | 44.5455 | 40 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.7291 | 2.2952 | 1.2872 | 1.34 | 1.4747 | 1.2195 |
Largest Winning Trade | 127124 | 127124 | 41135 | 60602 | 56650 | 60602 |
Largest Losing Trade | -44802 | -29152 | -44802 | -46440 | -43715 | -46440 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 60 | 54 | 65 | 60 | 54 | 65 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 5362 | 2429 | 2933 | 5362 | 2429 | 2933 |
Profit Streak | 28.7824 | 143.0324 | 28.7824 | 28.7824 | 143.0324 | 28.7824 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306939 | -188243 | -292625 | -293601 | -761672 | -359120 |
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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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