Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332023.0172 | 86862.0295 | 245160.9878 | 702630.4507 | 102195.7769 | 600434.6738 |
Total P&L (%) | 332.023 | 86.862 | 245.161 | 702.6305 | 102.1958 | 600.4347 |
Avg Daily Profit (%) | 0.2243 | 0.0587 | 0.1656 | 0.1408 | 0.0476 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75118 | -63049 | -48069 | -290444 | -288292 | -188783 |
Profit Factor | 1.8373 | 1.4197 | 2.2929 | 1.4412 | 1.1174 | 1.8321 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 58.3333 | 54.1667 | 62.5 | 58.3333 | 54.1667 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3123 | 1.2013 | 1.3757 | 1.0295 | 0.9455 | 1.0993 |
Largest Winning Trade | 59629 | 45872 | 59629 | 391294 | 109627 | 391294 |
Largest Losing Trade | -45439 | -29678 | -45439 | -185056 | -185056 | -129929 |
Avg Bars in Trades | 89 | 68 | 109 | 89 | 68 | 109 |
Avg Bars in Winners | 97 | 63 | 126 | 97 | 63 | 126 |
Avg Bars in Losers | 77 | 74 | 80 | 77 | 74 | 80 |
Bars Traded | 8558 | 3298 | 5260 | 8558 | 3298 | 5260 |
Profit Streak | 18.6199 | 18.6199 | 69.2866 | 18.6199 | 18.6199 | 69.2866 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453790 | -112572 | 477331 | -1339 | -221297 | -11928 |
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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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