Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339920.5933 | 226235.7863 | 113684.807 | 346413.6647 | 259734.9839 | 86678.6808 |
Total P&L (%) | 339.9206 | 226.2358 | 113.6848 | 346.4137 | 259.735 | 86.6787 |
Avg Daily Profit (%) | 0.2512 | 0.1672 | 0.084 | 0.1106 | 0.0946 | 0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162928 | -82176 | -124762 | -230655 | -93328 | -175832 |
Profit Factor | 1.4399 | 1.6951 | 1.2542 | 1.3206 | 1.5548 | 1.1416 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 57.7778 | 57.7778 | 57.7778 | 57.7778 | 57.7778 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.0522 | 1.2387 | 0.9165 | 0.9651 | 1.1362 | 0.8342 |
Largest Winning Trade | 53206 | 53206 | 47075 | 102154 | 81380 | 102154 |
Largest Losing Trade | -37790 | -22962 | -37790 | -84147 | -63568 | -84147 |
Avg Bars in Trades | 85 | 63 | 108 | 85 | 63 | 108 |
Avg Bars in Winners | 67 | 48 | 86 | 67 | 48 | 86 |
Avg Bars in Losers | 111 | 83 | 139 | 111 | 83 | 139 |
Bars Traded | 15467 | 5685 | 9782 | 15467 | 5685 | 9782 |
Profit Streak | 10.662 | 33.5787 | 10.662 | 10.662 | 33.5787 | 10.662 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450942 | 416998 | -80865 | -43247 | -62828 | -195946 |
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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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