Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568521.5826 | 454996.137 | 113525.4456 | 169973.9754 | 78865.3395 | 91108.6358 |
Total P&L (%) | 568.5216 | 454.9961 | 113.5254 | 169.974 | 78.8653 | 91.1086 |
Avg Daily Profit (%) | 0.302 | 0.2417 | 0.0603 | 0.0528 | 0.0309 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161507 | -73804 | -165576 | -182729 | -92698 | -138625 |
Profit Factor | 1.7526 | 2.183 | 1.3062 | 1.1938 | 1.1604 | 1.2364 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 58.7156 | 56.3636 | 61.1111 | 58.7156 | 56.3636 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.2323 | 1.6901 | 0.8312 | 0.8394 | 0.8983 | 0.7868 |
Largest Winning Trade | 152854 | 152854 | 39919 | 67138 | 67138 | 55907 |
Largest Losing Trade | -81235 | -54010 | -81235 | -88346 | -70948 | -88346 |
Avg Bars in Trades | 100 | 127 | 73 | 100 | 127 | 73 |
Avg Bars in Winners | 82 | 92 | 73 | 82 | 92 | 73 |
Avg Bars in Losers | 126 | 172 | 74 | 126 | 172 | 74 |
Bars Traded | 10984 | 7011 | 3973 | 10984 | 7011 | 3973 |
Profit Streak | 76.1147 | 78.948 | 76.1147 | 76.1147 | 78.948 | 76.1147 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500847 | -166136 | -292000 | -128709 | -375677 | -326953 |
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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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