Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349050.0244 | 217609.919 | 131440.1054 | 521958.757 | 313279.5548 | 208679.2022 |
Total P&L (%) | 349.05 | 217.6099 | 131.4401 | 521.9588 | 313.2796 | 208.6792 |
Avg Daily Profit (%) | 0.1463 | 0.0912 | 0.0551 | 0.0766 | 0.0595 | 0.0473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66714 | -78500 | -73337 | -209208 | -229819 | -138624 |
Profit Factor | 2.1926 | 2.5027 | 1.8889 | 1.8478 | 2.0351 | 1.6668 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 87.8505 | 85.1852 | 90.566 | 87.8505 | 85.1852 | 90.566 |
Ratio Avg Win / Avg Loss | 0.3032 | 0.4352 | 0.1968 | 0.2555 | 0.3539 | 0.1736 |
Largest Winning Trade | 62402 | 62402 | 33811 | 47633 | 47633 | 47227 |
Largest Losing Trade | -66714 | -66551 | -66714 | -209208 | -209208 | -138624 |
Avg Bars in Trades | 41 | 46 | 37 | 41 | 46 | 37 |
Avg Bars in Winners | 25 | 24 | 25 | 25 | 24 | 25 |
Avg Bars in Losers | 161 | 168 | 151 | 161 | 168 | 151 |
Bars Traded | 4485 | 2487 | 1997 | 4485 | 2487 | 1997 |
Profit Streak | 246.3601 | 707.8601 | 246.3601 | 246.3601 | 707.8601 | 246.3601 |
Trades During Streak | 21 | 17 | 10 | 21 | 17 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381930 | -243331 | -292155 | -82539 | -286530 | -303037 |
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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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