Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299013.2919 | 208689.9523 | 90323.3396 | 29549.5029 | 61659.2297 | -32109.7268 |
Total P&L (%) | 299.0133 | 208.69 | 90.3233 | 29.5495 | 61.6592 | -32.1097 |
Avg Daily Profit (%) | 0.1588 | 0.1109 | 0.048 | 0.0138 | 0.0255 | -0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180695 | -105403 | -96519 | -183991 | -73127 | -114251 |
Profit Factor | 1.4676 | 1.8363 | 1.2316 | 1.0598 | 1.3693 | 0.902 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 56.3636 | 49.0909 | 63.6364 | 56.3636 | 49.0909 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1362 | 1.9043 | 0.7038 | 0.8205 | 1.42 | 0.5154 |
Largest Winning Trade | 84791 | 84791 | 41542 | 42839 | 42839 | 35428 |
Largest Losing Trade | -76539 | -32167 | -76539 | -63520 | -40826 | -63520 |
Avg Bars in Trades | 65 | 54 | 77 | 65 | 54 | 77 |
Avg Bars in Winners | 63 | 46 | 76 | 63 | 46 | 76 |
Avg Bars in Losers | 69 | 62 | 80 | 69 | 62 | 80 |
Bars Traded | 7258 | 2995 | 4264 | 7258 | 2995 | 4264 |
Profit Streak | 71.6032 | 114.8532 | 71.6032 | 71.6032 | 114.8532 | 71.6032 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394997 | -220567 | -308152 | -331486 | -337887 | -758098 |
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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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