Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319337.606 | 234935.2408 | 84402.3652 | 555106.6431 | 457193.1658 | 97913.4773 |
Total P&L (%) | 319.3376 | 234.9352 | 84.4024 | 555.1066 | 457.1932 | 97.9135 |
Avg Daily Profit (%) | 3.6786 | 2.7063 | 0.9723 | 2.1888 | 1.9984 | 0.7895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53718 | -34232 | -24086 | -91575 | -57763 | -41259 |
Profit Factor | 3.0449 | 3.7911 | 2.1724 | 3.3268 | 4.6816 | 1.856 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 36.7521 | 32.2034 | 41.3793 | 36.7521 | 32.2034 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.24 | 7.9813 | 3.0775 | 5.7251 | 9.856 | 2.6293 |
Largest Winning Trade | 212196 | 212196 | 74881 | 445268 | 445268 | 89849 |
Largest Losing Trade | -9090 | -7009 | -9090 | -14805 | -9745 | -14805 |
Avg Bars in Trades | 208 | 198 | 218 | 208 | 198 | 218 |
Avg Bars in Winners | 291 | 347 | 246 | 291 | 347 | 246 |
Avg Bars in Losers | 160 | 127 | 198 | 160 | 127 | 198 |
Bars Traded | 24363 | 11688 | 12675 | 24363 | 11688 | 12675 |
Profit Streak | 1.8484 | 1.8484 | 2.4665 | 1.8484 | 1.8484 | 2.4665 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450324 | -166723 | -169969 | 438353 | -166684 | -170819 |
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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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