Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308829.225 | 206235.3164 | 102593.9086 | 353291.462 | 232879.0999 | 120412.3621 |
Total P&L (%) | 308.8292 | 206.2353 | 102.5939 | 353.2915 | 232.8791 | 120.4124 |
Avg Daily Profit (%) | 0.2282 | 0.1524 | 0.0758 | 0.1117 | 0.0889 | 0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161004 | -100945 | -87411 | -140063 | -81868 | -79818 |
Profit Factor | 1.5464 | 1.7232 | 1.3664 | 1.5485 | 1.693 | 1.3909 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 47.5248 | 48 | 47.0588 | 47.5248 | 48 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7075 | 1.8668 | 1.5372 | 1.7098 | 1.8341 | 1.5647 |
Largest Winning Trade | 68825 | 68825 | 47710 | 123483 | 123483 | 78502 |
Largest Losing Trade | -27621 | -24356 | -27621 | -60244 | -60244 | -40131 |
Avg Bars in Trades | 51 | 41 | 62 | 51 | 41 | 62 |
Avg Bars in Winners | 78 | 54 | 102 | 78 | 54 | 102 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 5242 | 2076 | 3166 | 5242 | 2076 | 3166 |
Profit Streak | 15.5606 | 32.3106 | 15.5606 | 15.5606 | 32.3106 | 15.5606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393837 | -169812 | -270758 | -40747 | -251369 | -293795 |
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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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