Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127808.33 | 33819.1297 | 93989.2004 | 211371.2524 | 66197.4768 | 145173.7755 |
Total P&L (%) | 127.8083 | 33.8191 | 93.9892 | 211.3713 | 66.1975 | 145.1738 |
Avg Daily Profit (%) | 0.4908 | 0.1299 | 0.3609 | 0.4371 | 0.1953 | 0.345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36296 | -25316 | -21368 | -73939 | -49297 | -41536 |
Profit Factor | 1.8332 | 1.483 | 2.1273 | 1.7133 | 1.5423 | 1.8331 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 58.8235 | 62.7119 | 55 | 58.8235 | 62.7119 | 55 |
Ratio Avg Win / Avg Loss | 1.2832 | 0.8818 | 1.7405 | 1.1993 | 0.9171 | 1.4998 |
Largest Winning Trade | 11766 | 10547 | 11766 | 20577 | 20307 | 20577 |
Largest Losing Trade | -13965 | -13965 | -12258 | -29633 | -18775 | -29633 |
Avg Bars in Trades | 206 | 70 | 339 | 206 | 70 | 339 |
Avg Bars in Winners | 174 | 69 | 292 | 174 | 69 | 292 |
Avg Bars in Losers | 251 | 71 | 396 | 251 | 71 | 396 |
Bars Traded | 24519 | 4145 | 20374 | 24519 | 4145 | 20374 |
Profit Streak | 9.4764 | 18.3305 | 9.4764 | 9.4764 | 18.3305 | 9.4764 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491296 | -198755 | -156219 | 466451 | -168639 | -158034 |
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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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