Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298012.6912 | 216495.3691 | 81517.3221 | 31064.995 | 8077.6169 | 22987.3781 |
Total P&L (%) | 298.0127 | 216.4954 | 81.5173 | 31.065 | 8.0776 | 22.9874 |
Avg Daily Profit (%) | 0.2183 | 0.1586 | 0.0597 | 0.0198 | 0.0057 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161751 | -92884 | -158455 | -181009 | -137001 | -152610 |
Profit Factor | 1.4184 | 1.5601 | 1.2503 | 1.0517 | 1.0242 | 1.0858 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 47.5248 | 39.2157 | 56 | 47.5248 | 39.2157 | 56 |
Ratio Avg Win / Avg Loss | 1.5662 | 2.4181 | 0.9824 | 1.1612 | 1.5876 | 0.8531 |
Largest Winning Trade | 152500 | 152500 | 36578 | 90019 | 90019 | 54263 |
Largest Losing Trade | -53039 | -24773 | -53039 | -75342 | -32243 | -75342 |
Avg Bars in Trades | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Losers | 29 | 29 | 27 | 29 | 29 | 27 |
Bars Traded | 3998 | 1994 | 2004 | 3998 | 1994 | 2004 |
Profit Streak | 55.1951 | 135.5284 | 55.1951 | 55.1951 | 135.5284 | 55.1951 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374603 | -172846 | -293801 | -332386 | -726644 | -484077 |
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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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