Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391813.3431 | 305042.7058 | 86770.6373 | 621779.9705 | 431356.1508 | 190423.8197 |
Total P&L (%) | 391.8133 | 305.0427 | 86.7706 | 621.78 | 431.3562 | 190.4238 |
Avg Daily Profit (%) | 0.1782 | 0.1387 | 0.0395 | 0.0899 | 0.076 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75525 | -102954 | -75220 | -179821 | -169580 | -189205 |
Profit Factor | 1.7808 | 2.209 | 1.3478 | 1.5519 | 1.7523 | 1.3442 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 42.8571 | 41.0714 | 44.6429 | 42.8571 | 41.0714 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.3744 | 3.1695 | 1.6712 | 2.0692 | 2.5141 | 1.6668 |
Largest Winning Trade | 89978 | 89978 | 53989 | 225905 | 198281 | 225905 |
Largest Losing Trade | -47170 | -47170 | -20684 | -90422 | -90422 | -49990 |
Avg Bars in Trades | 114 | 102 | 126 | 114 | 102 | 126 |
Avg Bars in Winners | 208 | 190 | 225 | 208 | 190 | 225 |
Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
Bars Traded | 12804 | 5728 | 7076 | 12804 | 5728 | 7076 |
Profit Streak | 82.9308 | 118.7642 | 0 | 82.9308 | 118.7642 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320018 | -186635 | -320854 | -71696 | -271149 | -308827 |
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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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