Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298861.1532 | 220282.4628 | 78578.6904 | 347471.6373 | 54809.2657 | 292662.3716 |
Total P&L (%) | 298.8612 | 220.2825 | 78.5787 | 347.4716 | 54.8093 | 292.6624 |
Avg Daily Profit (%) | 0.2467 | 0.1818 | 0.0649 | 0.1238 | 0.0361 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106521 | -119020 | -57303 | -797332 | -1023040 | -445689 |
Profit Factor | 1.6781 | 1.6927 | 1.6401 | 1.1041 | 1.0221 | 1.3432 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 60.7477 | 56.6038 | 64.8148 | 60.7477 | 56.6038 | 64.8148 |
Ratio Avg Win / Avg Loss | 1.0843 | 1.2977 | 0.8903 | 0.7134 | 0.7836 | 0.7292 |
Largest Winning Trade | 111149 | 111149 | 19095 | 274737 | 274737 | 94376 |
Largest Losing Trade | -42231 | -42231 | -15122 | -414393 | -414393 | -100644 |
Avg Bars in Trades | 43 | 77 | 9 | 43 | 77 | 9 |
Avg Bars in Winners | 25 | 44 | 9 | 25 | 44 | 9 |
Avg Bars in Losers | 70 | 120 | 8 | 70 | 120 | 8 |
Bars Traded | 4616 | 4122 | 494 | 4616 | 4122 | 494 |
Profit Streak | 71.8021 | 74.8021 | 71.8021 | 71.8021 | 74.8021 | 71.8021 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478570 | -168264 | -282478 | -132277 | -521475 | -219988 |
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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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