Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265622.53 | 249181.8483 | 16440.6817 | 100319.9557 | 170429.5342 | -70109.5785 |
Total P&L (%) | 265.6225 | 249.1818 | 16.4407 | 100.32 | 170.4295 | -70.1096 |
Avg Daily Profit (%) | 0.255 | 0.2392 | 0.0158 | 0.0667 | 0.0956 | -0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107614 | -58028 | -108858 | -184508 | -90772 | -179426 |
Profit Factor | 1.588 | 2.2747 | 1.0642 | 1.1522 | 1.6073 | 0.8148 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 35.7143 | 38.7755 | 32.6531 | 35.7143 | 38.7755 | 32.6531 |
Ratio Avg Win / Avg Loss | 2.8584 | 3.5917 | 2.1948 | 2.074 | 2.5378 | 1.6804 |
Largest Winning Trade | 230650 | 230650 | 70657 | 184722 | 184722 | 65037 |
Largest Losing Trade | -34113 | -18372 | -34113 | -53388 | -39535 | -53388 |
Avg Bars in Trades | 247 | 232 | 262 | 247 | 232 | 262 |
Avg Bars in Winners | 500 | 433 | 579 | 500 | 433 | 579 |
Avg Bars in Losers | 106 | 104 | 107 | 106 | 104 | 107 |
Bars Traded | 24210 | 11371 | 12839 | 24210 | 11371 | 12839 |
Profit Streak | 42.7281 | 42.7281 | 79.7698 | 42.7281 | 42.7281 | 79.7698 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 242595 | 308509 | -335558 | -160149 | -66074 | -583686 |
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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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