Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434178.7171 | 269525.9062 | 164652.8109 | 658647.0585 | 399954.5233 | 258692.5352 |
Total P&L (%) | 434.1787 | 269.5259 | 164.6528 | 658.6471 | 399.9545 | 258.6925 |
Avg Daily Profit (%) | 0.3183 | 0.1976 | 0.1207 | 0.1487 | 0.1181 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80808 | -90640 | -68932 | -914963 | -1240244 | -693192 |
Profit Factor | 1.7814 | 1.7112 | 1.9322 | 1.1603 | 1.1402 | 1.2059 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 60.7477 | 60.3774 | 61.1111 | 60.7477 | 60.3774 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1511 | 1.123 | 1.2296 | 0.7497 | 0.7483 | 0.7674 |
Largest Winning Trade | 75756 | 75756 | 25169 | 448616 | 448616 | 208342 |
Largest Losing Trade | -59875 | -40941 | -59875 | -632159 | -547813 | -632159 |
Avg Bars in Trades | 49 | 82 | 16 | 49 | 82 | 16 |
Avg Bars in Winners | 35 | 50 | 21 | 35 | 50 | 21 |
Avg Bars in Losers | 70 | 132 | 9 | 70 | 132 | 9 |
Bars Traded | 5280 | 4383 | 897 | 5280 | 4383 | 897 |
Profit Streak | 16.8641 | 87.8641 | 16.8641 | 16.8641 | 87.8641 | 16.8641 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491235 | -167571 | -207062 | -37285 | -280666 | -247813 |
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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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