Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436959.4453 | 355412.8016 | 81546.6437 | 406050.9795 | 169704.162 | 236346.8175 |
Total P&L (%) | 436.9594 | 355.4128 | 81.5466 | 406.051 | 169.7042 | 236.3468 |
Avg Daily Profit (%) | 0.2458 | 0.1999 | 0.0459 | 0.0913 | 0.0558 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80634 | -74198 | -96763 | -229204 | -192628 | -139577 |
Profit Factor | 1.6875 | 2.0586 | 1.2719 | 1.3542 | 1.257 | 1.4863 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 42.1569 | 33.3333 | 50.9804 | 42.1569 | 33.3333 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.3153 | 4.1173 | 1.223 | 1.8581 | 2.5141 | 1.4291 |
Largest Winning Trade | 174370 | 174370 | 70735 | 105850 | 95312 | 105850 |
Largest Losing Trade | -29697 | -26038 | -29697 | -87055 | -87055 | -62005 |
Avg Bars in Trades | 204 | 211 | 196 | 204 | 211 | 196 |
Avg Bars in Winners | 322 | 386 | 280 | 322 | 386 | 280 |
Avg Bars in Losers | 118 | 124 | 109 | 118 | 124 | 109 |
Bars Traded | 20838 | 10803 | 10035 | 20838 | 10803 | 10035 |
Profit Streak | 5.8548 | 5.8548 | 23.1048 | 5.8548 | 5.8548 | 23.1048 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345697 | -174302 | -311109 | -71208 | -303269 | -279951 |
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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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