Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316950.8639 | 204726.4763 | 112224.3876 | 483584.074 | 283881.8563 | 199702.2177 |
Total P&L (%) | 316.9509 | 204.7265 | 112.2244 | 483.5841 | 283.8819 | 199.7022 |
Avg Daily Profit (%) | 0.2548 | 0.1646 | 0.0902 | 0.1419 | 0.1082 | 0.0883 |
Buy And Hold Return (%) | 111.1572 | 111.1572 | 111.1572 | 111.1572 | 111.1572 | 111.1572 |
Max Trade Drawdown | -81100 | -43475 | -73618 | -274098 | -274098 | -200671 |
Profit Factor | 1.6882 | 2.0068 | 1.4363 | 1.4622 | 1.5634 | 1.3682 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 64.486 | 64.1509 | 64.8148 | 64.486 | 64.1509 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.9297 | 1.1214 | 0.7797 | 0.8053 | 0.8737 | 0.7427 |
Largest Winning Trade | 62941 | 62941 | 34666 | 145763 | 145763 | 134669 |
Largest Losing Trade | -43845 | -43475 | -43845 | -274098 | -274098 | -165452 |
Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 67 | 86 | 48 | 67 | 86 | 48 |
Bars Traded | 4652 | 2793 | 1859 | 4652 | 2793 | 1859 |
Profit Streak | 16.3591 | 126.3591 | 16.3591 | 16.3591 | 126.3591 | 16.3591 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305931 | -174657 | -413622 | -2873 | -228766 | -262081 |
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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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