Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525629.8056 | 201925.6405 | 323704.1651 | 333792.7052 | 132747.0407 | 201045.6645 |
Total P&L (%) | 525.6298 | 201.9256 | 323.7042 | 333.7927 | 132.747 | 201.0457 |
Avg Daily Profit (%) | 0.3166 | 0.1216 | 0.195 | 0.0884 | 0.0509 | 0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89998 | -79742 | -107673 | -249447 | -183168 | -270061 |
Profit Factor | 1.8443 | 1.6827 | 1.9906 | 1.359 | 1.3234 | 1.3871 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 67.5676 | 61.8182 | 73.2143 | 67.5676 | 61.8182 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.8853 | 1.0393 | 0.7283 | 0.6523 | 0.8174 | 0.5075 |
Largest Winning Trade | 78587 | 78587 | 53855 | 121968 | 121968 | 57562 |
Largest Losing Trade | -89998 | -33393 | -89998 | -249447 | -127354 | -249447 |
Avg Bars in Trades | 57 | 56 | 59 | 57 | 56 | 59 |
Avg Bars in Winners | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Losers | 68 | 67 | 70 | 68 | 67 | 70 |
Bars Traded | 6428 | 3084 | 3344 | 6428 | 3084 | 3344 |
Profit Streak | 12.9569 | 0 | 18.2069 | 12.9569 | 0 | 18.2069 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465776 | -207063 | -167899 | -72932 | -304898 | -281788 |
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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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