Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280923.788 | 122694.0362 | 158229.7517 | 1046145.977 | 401127.1301 | 645018.8469 |
Total P&L (%) | 280.9238 | 122.694 | 158.2298 | 1046.146 | 401.1271 | 645.0188 |
Avg Daily Profit (%) | 0.5394 | 0.2356 | 0.3038 | 0.4694 | 0.3099 | 0.3863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29547 | -31020 | -29849 | -78474 | -82872 | -61748 |
Profit Factor | 2.3925 | 2.0337 | 2.9054 | 2.7845 | 2.0092 | 4.4172 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 66.6667 | 65.3846 | 67.9245 | 66.6667 | 65.3846 | 67.9245 |
Ratio Avg Win / Avg Loss | 1.1963 | 1.0767 | 1.372 | 1.3922 | 1.0637 | 2.0859 |
Largest Winning Trade | 26550 | 26550 | 19762 | 98348 | 81089 | 98348 |
Largest Losing Trade | -25645 | -16432 | -25645 | -69023 | -69023 | -55022 |
Avg Bars in Trades | 234 | 246 | 221 | 234 | 246 | 221 |
Avg Bars in Winners | 211 | 209 | 213 | 211 | 209 | 213 |
Avg Bars in Losers | 279 | 316 | 239 | 279 | 316 | 239 |
Bars Traded | 24575 | 12822 | 11753 | 24575 | 12822 | 11753 |
Profit Streak | 12.1025 | 24.1859 | 12.1025 | 12.1025 | 24.1859 | 12.1025 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609302 | -166920 | -164734 | 629999 | -166332 | -160680 |
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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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