Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268316.3351 | 100044.4524 | 168271.8827 | 506436.2617 | 100875.427 | 405560.8347 |
Total P&L (%) | 268.3163 | 100.0445 | 168.2719 | 506.4363 | 100.8754 | 405.5608 |
Avg Daily Profit (%) | 0.2388 | 0.089 | 0.1498 | 0.1606 | 0.0621 | 0.1443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64847 | -45967 | -46074 | -401745 | -378124 | -267927 |
Profit Factor | 1.8065 | 1.5791 | 2.052 | 1.3053 | 1.1203 | 1.4947 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 49.505 | 38 | 60.7843 | 49.505 | 38 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.8426 | 2.5765 | 1.3239 | 1.3315 | 1.8278 | 0.9643 |
Largest Winning Trade | 80681 | 80681 | 28944 | 171956 | 171956 | 148285 |
Largest Losing Trade | -22607 | -14428 | -22607 | -134119 | -107803 | -134119 |
Avg Bars in Trades | 131 | 113 | 149 | 131 | 113 | 149 |
Avg Bars in Winners | 184 | 163 | 196 | 184 | 163 | 196 |
Avg Bars in Losers | 80 | 82 | 77 | 80 | 82 | 77 |
Bars Traded | 13305 | 5670 | 7636 | 13305 | 5670 | 7636 |
Profit Streak | 28.4705 | 32.2205 | 28.4705 | 28.4705 | 32.2205 | 28.4705 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448716 | -255357 | -168433 | 320467 | -381298 | -178861 |
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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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