Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305465.4661 | 80537.0623 | 224928.4038 | 459393.5956 | -116592.0637 | 575985.6593 |
Total P&L (%) | 305.4655 | 80.5371 | 224.9284 | 459.3936 | -116.5921 | 575.9857 |
Avg Daily Profit (%) | 0.2373 | 0.0626 | 0.1747 | 0.1338 | 0 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79312 | -74916 | -52574 | -553043 | -433630 | -474184 |
Profit Factor | 1.642 | 1.3213 | 1.9991 | 1.1689 | 0.9154 | 1.4291 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 41.9048 | 35.8491 | 48.0769 | 41.9048 | 35.8491 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.2764 | 2.3643 | 2.159 | 1.6205 | 1.6381 | 1.5434 |
Largest Winning Trade | 58010 | 58010 | 50592 | 199012 | 199012 | 185435 |
Largest Losing Trade | -32089 | -19843 | -32089 | -332941 | -124327 | -332941 |
Avg Bars in Trades | 71 | 65 | 78 | 71 | 65 | 78 |
Avg Bars in Winners | 113 | 102 | 122 | 113 | 102 | 122 |
Avg Bars in Losers | 41 | 44 | 36 | 41 | 44 | 36 |
Bars Traded | 7513 | 3454 | 4059 | 7513 | 3454 | 4059 |
Profit Streak | 80.7042 | 81.2042 | 80.7042 | 80.7042 | 81.2042 | 80.7042 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347061 | -292247 | -168636 | -49429 | -762191 | -172144 |
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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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