Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385077.6305 | 216183.9654 | 168893.6651 | 443169.0301 | -23314.3819 | 466483.4119 |
Total P&L (%) | 385.0776 | 216.184 | 168.8937 | 443.169 | -23.3144 | 466.4834 |
Avg Daily Profit (%) | 0.2002 | 0.1124 | 0.0878 | 0.088 | -0.0138 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115480 | -134518 | -69800 | -372417 | -544664 | -111517 |
Profit Factor | 1.5988 | 1.5831 | 1.6201 | 1.2934 | 0.9766 | 1.9043 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 61.5385 | 61.5385 | 61.5385 | 61.5385 | 61.5385 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.9992 | 0.9894 | 1.0126 | 0.8084 | 0.6103 | 1.1902 |
Largest Winning Trade | 70699 | 70699 | 26434 | 113598 | 113598 | 92745 |
Largest Losing Trade | -48610 | -48610 | -39035 | -206441 | -206441 | -111517 |
Avg Bars in Trades | 70 | 93 | 47 | 70 | 93 | 47 |
Avg Bars in Winners | 50 | 54 | 46 | 50 | 54 | 46 |
Avg Bars in Losers | 102 | 156 | 48 | 102 | 156 | 48 |
Bars Traded | 7317 | 4858 | 2459 | 7317 | 4858 | 2459 |
Profit Streak | 106.1227 | 106.1227 | 111.6227 | 106.1227 | 106.1227 | 111.6227 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398493 | -220367 | -250952 | -73840 | -758379 | -247205 |
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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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