Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587973.4565 | 523711.322 | 64262.1345 | 271101.4011 | 109948.5919 | 161152.8092 |
Total P&L (%) | 587.9735 | 523.7113 | 64.2621 | 271.1014 | 109.9486 | 161.1528 |
Avg Daily Profit (%) | 0.3134 | 0.2792 | 0.0343 | 0.0699 | 0.0395 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100684 | -68962 | -99958 | -507293 | -365173 | -232561 |
Profit Factor | 1.8011 | 2.4066 | 1.1777 | 1.1186 | 1.0886 | 1.1543 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 43.8095 | 38.0952 | 49.5238 | 43.8095 | 38.0952 | 49.5238 |
Ratio Avg Win / Avg Loss | 2.3101 | 3.9107 | 1.2003 | 1.4347 | 1.7689 | 1.1765 |
Largest Winning Trade | 483313 | 483313 | 59131 | 280813 | 280813 | 159727 |
Largest Losing Trade | -35737 | -35737 | -29254 | -96574 | -96574 | -80838 |
Avg Bars in Trades | 52 | 44 | 61 | 52 | 44 | 61 |
Avg Bars in Winners | 81 | 63 | 96 | 81 | 63 | 96 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 11065 | 4638 | 6427 | 11065 | 4638 | 6427 |
Profit Streak | 4.4986 | 6.832 | 4.4986 | 4.4986 | 6.832 | 4.4986 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441280 | 343917 | -172794 | -189791 | -265830 | -175518 |
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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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