Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453671.9057 | 328893.5713 | 124778.3344 | 637272.7897 | 137561.4496 | 499711.3401 |
Total P&L (%) | 453.6719 | 328.8936 | 124.7783 | 637.2728 | 137.5615 | 499.7113 |
Avg Daily Profit (%) | 0.1813 | 0.1315 | 0.0499 | 0.0799 | 0.0346 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103104 | -104691 | -60001 | -676877 | -658268 | -183478 |
Profit Factor | 2.01 | 2.5128 | 1.5383 | 1.41 | 1.1418 | 1.8549 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 62.8319 | 60.7143 | 64.9123 | 62.8319 | 60.7143 | 64.9123 |
Ratio Avg Win / Avg Loss | 1.189 | 1.6259 | 0.8315 | 0.8341 | 0.7388 | 1.0026 |
Largest Winning Trade | 129797 | 129797 | 38690 | 189932 | 189932 | 125755 |
Largest Losing Trade | -81289 | -81289 | -35496 | -623093 | -623093 | -137658 |
Avg Bars in Trades | 40 | 70 | 11 | 40 | 70 | 11 |
Avg Bars in Winners | 19 | 29 | 10 | 19 | 29 | 10 |
Avg Bars in Losers | 76 | 132 | 14 | 76 | 132 | 14 |
Bars Traded | 4601 | 3929 | 672 | 4601 | 3929 | 672 |
Profit Streak | 148.2201 | 148.2201 | 266.2201 | 148.2201 | 148.2201 | 266.2201 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485462 | -190840 | -302909 | -83478 | -390967 | -271376 |
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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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