Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293433.3448 | 177947.91 | 115485.4348 | 915603.0129 | 673306.4077 | 242296.6053 |
Total P&L (%) | 293.4333 | 177.9479 | 115.4854 | 915.603 | 673.3064 | 242.2966 |
Avg Daily Profit (%) | 0.5634 | 0.3417 | 0.2217 | 0.4461 | 0.3935 | 0.2365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28051 | -33337 | -27513 | -268585 | -113884 | -273661 |
Profit Factor | 2.2368 | 2.5524 | 1.9417 | 1.8049 | 2.4808 | 1.3548 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 48.6239 | 52.7273 | 44.4444 | 48.6239 | 52.7273 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3634 | 2.2883 | 2.4272 | 1.907 | 2.2242 | 1.6935 |
Largest Winning Trade | 64246 | 64246 | 28931 | 292240 | 292240 | 205093 |
Largest Losing Trade | -9145 | -8542 | -9145 | -87468 | -75535 | -87468 |
Avg Bars in Trades | 223 | 210 | 236 | 223 | 210 | 236 |
Avg Bars in Winners | 333 | 291 | 385 | 333 | 291 | 385 |
Avg Bars in Losers | 118 | 119 | 118 | 118 | 119 | 118 |
Bars Traded | 24347 | 11563 | 12784 | 24347 | 11563 | 12784 |
Profit Streak | 8.7517 | 38.5017 | 0 | 8.7517 | 38.5017 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534224 | -165141 | -171290 | 483118 | -164419 | -173321 |
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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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