Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574550.388 | 413616.892 | 160933.496 | 881158.3903 | 551014.6621 | 330143.7281 |
Total P&L (%) | 574.5504 | 413.6169 | 160.9335 | 881.1584 | 551.0147 | 330.1437 |
Avg Daily Profit (%) | 0.3031 | 0.2182 | 0.0849 | 0.1205 | 0.0989 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103358 | -67821 | -141242 | -353325 | -152634 | -200690 |
Profit Factor | 1.9251 | 2.8197 | 1.4087 | 1.9439 | 2.7513 | 1.5335 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 69.7248 | 72.7273 | 66.6667 | 69.7248 | 72.7273 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8359 | 1.0574 | 0.7044 | 0.8441 | 1.0318 | 0.7667 |
Largest Winning Trade | 160104 | 160104 | 47389 | 194137 | 120459 | 194137 |
Largest Losing Trade | -79796 | -43896 | -79796 | -196874 | -85223 | -196874 |
Avg Bars in Trades | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Winners | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 3604 | 1577 | 2028 | 3604 | 1577 | 2028 |
Profit Streak | 89.9781 | 141.4781 | 89.9781 | 89.9781 | 141.4781 | 89.9781 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514174 | -163369 | -257856 | -26263 | -231826 | -267633 |
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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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