Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297245.1243 | 203397.0366 | 93848.0877 | 345516.0643 | 202432.8055 | 143083.2588 |
Total P&L (%) | 297.2451 | 203.397 | 93.8481 | 345.5161 | 202.4328 | 143.0833 |
Avg Daily Profit (%) | 0.2854 | 0.1953 | 0.0901 | 0.1435 | 0.1063 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86871 | -66776 | -27574 | -220070 | -253400 | -93980 |
Profit Factor | 1.7934 | 1.9644 | 1.5731 | 1.3996 | 1.4362 | 1.3572 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 60 | 37 | 23 | 60 | 37 | 23 |
Profitability (%) | 41.1765 | 27.451 | 54.902 | 41.1765 | 27.451 | 54.902 |
Ratio Avg Win / Avg Loss | 2.562 | 5.1915 | 1.2922 | 1.9994 | 3.7956 | 1.1148 |
Largest Winning Trade | 169046 | 169046 | 28887 | 309672 | 309672 | 118511 |
Largest Losing Trade | -22542 | -19219 | -22542 | -97083 | -97083 | -74316 |
Avg Bars in Trades | 235 | 223 | 247 | 235 | 223 | 247 |
Avg Bars in Winners | 386 | 458 | 351 | 386 | 458 | 351 |
Avg Bars in Losers | 129 | 134 | 121 | 129 | 134 | 121 |
Bars Traded | 24030 | 11404 | 12626 | 24030 | 11404 | 12626 |
Profit Streak | 44.8389 | 44.8389 | 46.1722 | 44.8389 | 44.8389 | 46.1722 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360437 | -187478 | -249359 | -1365 | -247838 | -257062 |
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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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