Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273458.4679 | 123383.4877 | 150074.9802 | 485424.1268 | -97368.9302 | 582793.0571 |
Total P&L (%) | 273.4585 | 123.3835 | 150.075 | 485.4241 | -97.3689 | 582.7931 |
Avg Daily Profit (%) | 0.1459 | 0.0659 | 0.0801 | 0.0944 | -0.194 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75274 | -75274 | -38688 | -640384 | -642450 | -99161 |
Profit Factor | 2.1743 | 1.8531 | 2.7008 | 1.4207 | 0.8938 | 3.4581 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 86.4662 | 83.3333 | 89.5522 | 86.4662 | 83.3333 | 89.5522 |
Ratio Avg Win / Avg Loss | 0.3403 | 0.3706 | 0.3151 | 0.2224 | 0.1788 | 0.4034 |
Largest Winning Trade | 19239 | 19239 | 13156 | 48537 | 48269 | 48537 |
Largest Losing Trade | -75274 | -75274 | -24250 | -640384 | -640384 | -94420 |
Avg Bars in Trades | 39 | 55 | 25 | 39 | 55 | 25 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 220 | 274 | 135 | 220 | 274 | 135 |
Bars Traded | 5318 | 3630 | 1688 | 5318 | 3630 | 1688 |
Profit Streak | 43.1104 | 78.1104 | 43.1104 | 43.1104 | 78.1104 | 43.1104 |
Trades During Streak | 12 | 11 | 6 | 12 | 11 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360873 | -222574 | -193650 | -60963 | -699086 | -161795 |
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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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