Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215296.8558 | 146803.4343 | 68493.4215 | 42651.6178 | 37565.1272 | 5086.4906 |
Total P&L (%) | 215.2969 | 146.8034 | 68.4934 | 42.6516 | 37.5651 | 5.0865 |
Avg Daily Profit (%) | 0.1574 | 0.1074 | 0.0501 | 0.026 | 0.0233 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109323 | -98200 | -70649 | -383384 | -353834 | -196647 |
Profit Factor | 1.3856 | 1.5033 | 1.2569 | 1.0336 | 1.0534 | 1.009 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 53.125 | 47.9167 | 58.3333 | 53.125 | 47.9167 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2226 | 1.634 | 0.8978 | 0.912 | 1.145 | 0.7207 |
Largest Winning Trade | 108403 | 108403 | 42946 | 216498 | 216498 | 110219 |
Largest Losing Trade | -39110 | -31627 | -39110 | -135605 | -135605 | -122143 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 2641 | 1144 | 1497 | 2641 | 1144 | 1497 |
Profit Streak | 27.6149 | 42.1149 | 0 | 27.6149 | 42.1149 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336371 | -46689 | -126801 | -343876 | -325400 | -564864 |
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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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