Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307248.7509 | 124173.4441 | 183075.3068 | 903293.8176 | 175023.1933 | 728270.6243 |
Total P&L (%) | 307.2488 | 124.1734 | 183.0753 | 903.2938 | 175.0232 | 728.2706 |
Avg Daily Profit (%) | 0.1642 | 0.0664 | 0.0978 | 0.1233 | 0.0541 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97677 | -98405 | -13608 | -522578 | -530576 | -86985 |
Profit Factor | 2.3729 | 1.7519 | 4.1217 | 1.8032 | 1.2073 | 3.5974 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 67.2727 | 61.8182 | 72.7273 | 67.2727 | 61.8182 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.1544 | 1.0821 | 1.5457 | 0.8772 | 0.7457 | 1.349 |
Largest Winning Trade | 45823 | 45823 | 36134 | 219926 | 88880 | 219926 |
Largest Losing Trade | -51852 | -51852 | -13608 | -238198 | -238198 | -86985 |
Avg Bars in Trades | 31 | 38 | 23 | 31 | 38 | 23 |
Avg Bars in Winners | 27 | 37 | 19 | 27 | 37 | 19 |
Avg Bars in Losers | 39 | 41 | 35 | 39 | 41 | 35 |
Bars Traded | 3445 | 2141 | 1304 | 3445 | 2141 | 1304 |
Profit Streak | 7.5249 | 0 | 17.0249 | 7.5249 | 0 | 17.0249 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501618 | -280652 | -231485 | -24155 | -301382 | -212288 |
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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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