Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248682.2396 | 96490.9452 | 152191.2944 | 89809.0823 | 55885.6988 | 33923.3835 |
Total P&L (%) | 248.6822 | 96.4909 | 152.1913 | 89.8091 | 55.8857 | 33.9234 |
Avg Daily Profit (%) | 0.1684 | 0.0653 | 0.1031 | 0.0434 | 0.0301 | 0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91331 | -68940 | -63641 | -230383 | -125265 | -156128 |
Profit Factor | 1.6196 | 1.3953 | 1.9679 | 1.1434 | 1.1772 | 1.1091 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 67.2897 | 66.0377 | 68.5185 | 67.2897 | 66.0377 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.7873 | 0.7176 | 0.9042 | 0.5558 | 0.6054 | 0.5096 |
Largest Winning Trade | 67589 | 67589 | 22196 | 69596 | 69596 | 31280 |
Largest Losing Trade | -68844 | -68844 | -51954 | -141866 | -115665 | -141866 |
Avg Bars in Trades | 47 | 60 | 34 | 47 | 60 | 34 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 78 | 111 | 43 | 78 | 111 | 43 |
Bars Traded | 5087 | 3201 | 1886 | 5087 | 3201 | 1886 |
Profit Streak | 21.648 | 152.898 | 21.648 | 21.648 | 152.898 | 21.648 |
Trades During Streak | 4 | 13 | 2 | 4 | 13 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420343 | -283026 | -231041 | -195374 | -357325 | -447971 |
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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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