Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320504.6276 | 30362.4872 | 290142.1404 | 442063.4609 | 126376.1199 | 315687.341 |
Total P&L (%) | 320.5046 | 30.3625 | 290.1421 | 442.0635 | 126.3761 | 315.6873 |
Avg Daily Profit (%) | 0.209 | 0.0198 | 0.1892 | 0.1103 | 0.0533 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76696 | -106410 | -62955 | -171388 | -178919 | -126372 |
Profit Factor | 1.7884 | 1.1097 | 3.236 | 1.7019 | 1.3012 | 2.5014 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 74.1573 | 66.6667 | 81.8182 | 74.1573 | 66.6667 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.6232 | 0.5548 | 0.7191 | 0.5931 | 0.6506 | 0.5559 |
Largest Winning Trade | 46978 | 46978 | 34883 | 173258 | 173258 | 46360 |
Largest Losing Trade | -52970 | -52970 | -48273 | -127517 | -127517 | -74327 |
Avg Bars in Trades | 199 | 242 | 155 | 199 | 242 | 155 |
Avg Bars in Winners | 146 | 178 | 119 | 146 | 178 | 119 |
Avg Bars in Losers | 351 | 368 | 318 | 351 | 368 | 318 |
Bars Traded | 17755 | 10894 | 6861 | 17755 | 10894 | 6861 |
Profit Streak | 16.2527 | 131.5027 | 16.2527 | 16.2527 | 131.5027 | 16.2527 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483888 | -267367 | 562923 | -40181 | -119676 | -62173 |
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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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