Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240726.5763 | 174167.7317 | 66558.8445 | 182276.9691 | 175585.5754 | 6691.3937 |
Total P&L (%) | 240.7266 | 174.1677 | 66.5588 | 182.277 | 175.5856 | 6.6914 |
Avg Daily Profit (%) | 0.1701 | 0.1231 | 0.047 | 0.0734 | 0.0717 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92085 | -47332 | -88210 | -312000 | -182649 | -234123 |
Profit Factor | 1.7349 | 2.0037 | 1.4321 | 1.2039 | 1.3638 | 1.0163 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 15 | 6 | 9 | 15 | 6 | 9 |
Profitability (%) | 85.7143 | 88.4615 | 83.0189 | 85.7143 | 88.4615 | 83.0189 |
Ratio Avg Win / Avg Loss | 0.2892 | 0.2614 | 0.2929 | 0.2006 | 0.1779 | 0.2079 |
Largest Winning Trade | 35341 | 35341 | 23870 | 37211 | 37211 | 28101 |
Largest Losing Trade | -71222 | -47332 | -71222 | -212316 | -182649 | -212316 |
Avg Bars in Trades | 22 | 35 | 10 | 22 | 35 | 10 |
Avg Bars in Winners | 7 | 9 | 6 | 7 | 9 | 6 |
Avg Bars in Losers | 112 | 235 | 31 | 112 | 235 | 31 |
Bars Traded | 2402 | 1854 | 547 | 2402 | 1854 | 547 |
Profit Streak | 55.8579 | 140.8579 | 55.8579 | 55.8579 | 140.8579 | 55.8579 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526303 | -201495 | -305707 | -90414 | -272277 | -731395 |
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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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