Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507804.2562 | 374735.7539 | 133068.5024 | 1022070.9159 | 429473.629 | 592597.2869 |
Total P&L (%) | 507.8043 | 374.7358 | 133.0685 | 1022.0709 | 429.4736 | 592.5973 |
Avg Daily Profit (%) | 0.2741 | 0.2023 | 0.0718 | 0.1306 | 0.09 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133613 | -105016 | -92906 | -609583 | -418633 | -337310 |
Profit Factor | 1.9181 | 2.4038 | 1.465 | 1.3575 | 1.2967 | 1.4199 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 42.2018 | 38.1818 | 46.2963 | 42.2018 | 38.1818 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.627 | 3.8919 | 1.6994 | 1.8592 | 2.0995 | 1.647 |
Largest Winning Trade | 181031 | 181031 | 66351 | 575026 | 575026 | 474948 |
Largest Losing Trade | -28382 | -20229 | -28382 | -294353 | -148109 | -294353 |
Avg Bars in Trades | 196 | 136 | 258 | 196 | 136 | 258 |
Avg Bars in Winners | 339 | 244 | 418 | 339 | 244 | 418 |
Avg Bars in Losers | 92 | 69 | 119 | 92 | 69 | 119 |
Bars Traded | 21445 | 7509 | 13935 | 21445 | 7509 | 13935 |
Profit Streak | 20.8104 | 32.9771 | 0 | 20.8104 | 32.9771 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364426 | -171890 | -276331 | -18917 | -255737 | -232607 |
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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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