Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514097.3264 | 410173.5201 | 103923.8063 | 708232.6319 | 652006.4966 | 56226.1353 |
Total P&L (%) | 514.0973 | 410.1735 | 103.9238 | 708.2326 | 652.0065 | 56.2261 |
Avg Daily Profit (%) | 0.2052 | 0.1637 | 0.0415 | 0.0834 | 0.0806 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140852 | -137905 | -65070 | -1984834 | -1681186 | -1248026 |
Profit Factor | 1.5031 | 1.8224 | 1.1986 | 1.0818 | 1.152 | 1.0129 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 43.2039 | 38.835 | 47.5728 | 43.2039 | 38.835 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.976 | 2.8703 | 1.321 | 1.4221 | 1.8144 | 1.1162 |
Largest Winning Trade | 89988 | 89988 | 42863 | 772691 | 772691 | 519433 |
Largest Losing Trade | -52566 | -24414 | -52566 | -1103660 | -294834 | -1103660 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 7441 | 3749 | 3692 | 7441 | 3749 | 3692 |
Profit Streak | 13.6284 | 0 | 41.9617 | 13.6284 | 0 | 41.9617 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343961 | 221285 | -139750 | -212695 | -141789 | -376603 |
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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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