Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262833.2613 | 223086.2584 | 39747.0029 | 221279.7052 | 139192.4879 | 82087.2173 |
Total P&L (%) | 262.8333 | 223.0863 | 39.747 | 221.2797 | 139.1925 | 82.0872 |
Avg Daily Profit (%) | 0.1858 | 0.1577 | 0.0281 | 0.0825 | 0.0617 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70898 | -49730 | -61704 | -216371 | -168456 | -55748 |
Profit Factor | 1.7707 | 2.2647 | 1.2414 | 1.4258 | 1.4436 | 1.3988 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 58.7302 | 54.8387 | 62.5 | 58.7302 | 54.8387 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2443 | 1.865 | 0.7449 | 1.0019 | 1.1889 | 0.8393 |
Largest Winning Trade | 142189 | 142189 | 28216 | 177918 | 177918 | 43211 |
Largest Losing Trade | -43823 | -43823 | -41025 | -160623 | -160623 | -55748 |
Avg Bars in Trades | 78 | 114 | 44 | 78 | 114 | 44 |
Avg Bars in Winners | 59 | 72 | 48 | 59 | 72 | 48 |
Avg Bars in Losers | 105 | 165 | 36 | 105 | 165 | 36 |
Bars Traded | 4954 | 3537 | 1417 | 4954 | 3537 | 1417 |
Profit Streak | 140.968 | 151.718 | 140.968 | 140.968 | 151.718 | 140.968 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138675 | 486360 | -156585 | -230312 | -107674 | -134342 |
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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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