Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183306.5813 | 128581.6969 | 54724.8844 | 188535.0768 | 180536.4675 | 7998.6094 |
Total P&L (%) | 183.3066 | 128.5817 | 54.7249 | 188.5351 | 180.5365 | 7.9986 |
Avg Daily Profit (%) | 2.1116 | 1.4812 | 0.6304 | 1.2281 | 1.1954 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36465 | -16887 | -26196 | -43743 | -16039 | -43743 |
Profit Factor | 2.4785 | 4.3646 | 1.6381 | 2.3002 | 6.1041 | 1.073 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 37.5 | 36.5385 | 38.4615 | 37.5 | 36.5385 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.1309 | 7.5807 | 2.621 | 3.8336 | 10.6018 | 1.7167 |
Largest Winning Trade | 143854 | 143854 | 69929 | 196017 | 196017 | 56073 |
Largest Losing Trade | -13164 | -3164 | -13164 | -43743 | -3139 | -43743 |
Avg Bars in Trades | 228 | 46 | 411 | 228 | 46 | 411 |
Avg Bars in Winners | 340 | 46 | 620 | 340 | 46 | 620 |
Avg Bars in Losers | 161 | 46 | 280 | 161 | 46 | 280 |
Bars Traded | 23786 | 2401 | 21385 | 23786 | 2401 | 21385 |
Profit Streak | 0 | 2.5919 | 0 | 0 | 2.5919 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434898 | -166964 | -173105 | 394897 | -166013 | -566000 |
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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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