Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307371.9121 | 26875.3539 | 280496.5583 | 383172.0047 | 69531.7377 | 313640.267 |
Total P&L (%) | 307.3719 | 26.8754 | 280.4966 | 383.172 | 69.5317 | 313.6403 |
Avg Daily Profit (%) | 0.2005 | 0.0175 | 0.1829 | 0.1028 | 0.0344 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75957 | -92158 | -58959 | -169830 | -194229 | -129968 |
Profit Factor | 1.7382 | 1.0881 | 3.5226 | 1.5283 | 1.1396 | 2.3807 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 77.0642 | 70.9091 | 83.3333 | 77.0642 | 70.9091 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5173 | 0.4464 | 0.7045 | 0.4548 | 0.4675 | 0.4761 |
Largest Winning Trade | 37829 | 37829 | 29814 | 132613 | 132613 | 53277 |
Largest Losing Trade | -58891 | -58891 | -34315 | -125852 | -125852 | -76965 |
Avg Bars in Trades | 81 | 104 | 57 | 81 | 104 | 57 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 217 | 266 | 131 | 217 | 266 | 131 |
Bars Traded | 8856 | 5761 | 3095 | 8856 | 5761 | 3095 |
Profit Streak | 85.1324 | 85.1324 | 128.2991 | 85.1324 | 85.1324 | 128.2991 |
Trades During Streak | 14 | 7 | 8 | 14 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500978 | -473961 | -162914 | -50174 | -391383 | -241852 |
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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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