Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278793.1299 | 147442.4215 | 131350.7083 | 273912.2094 | 92166.103 | 181746.1064 |
Total P&L (%) | 278.7931 | 147.4424 | 131.3507 | 273.9122 | 92.1661 | 181.7461 |
Avg Daily Profit (%) | 0.2476 | 0.1309 | 0.1167 | 0.1172 | 0.058 | 0.092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96702 | -69111 | -70451 | -307965 | -238418 | -159277 |
Profit Factor | 1.766 | 1.7947 | 1.7362 | 1.2731 | 1.1806 | 1.3689 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 58.7629 | 55.102 | 62.5 | 58.7629 | 55.102 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2393 | 1.4624 | 1.0417 | 0.8934 | 0.9619 | 0.8213 |
Largest Winning Trade | 163740 | 163740 | 46461 | 246822 | 246822 | 136057 |
Largest Losing Trade | -39865 | -30676 | -39865 | -136973 | -136973 | -99930 |
Avg Bars in Trades | 32 | 20 | 45 | 32 | 20 | 45 |
Avg Bars in Winners | 41 | 20 | 60 | 41 | 20 | 60 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3158 | 984 | 2174 | 3158 | 984 | 2174 |
Profit Streak | 14.0729 | 14.0729 | 19.7396 | 14.0729 | 14.0729 | 19.7396 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458482 | -14290 | -32824 | -35822 | -137371 | -68989 |
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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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