Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271061.8387 | 166465.5777 | 104596.261 | 203681.1597 | 145480.1127 | 58201.047 |
Total P&L (%) | 271.0618 | 166.4656 | 104.5963 | 203.6812 | 145.4801 | 58.201 |
Avg Daily Profit (%) | 0.2166 | 0.133 | 0.0836 | 0.0888 | 0.0718 | 0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108314 | -44378 | -80279 | -159538 | -96861 | -107415 |
Profit Factor | 1.775 | 2.1529 | 1.5093 | 1.3614 | 1.6109 | 1.1788 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 81.25 | 82.1429 | 80.3571 | 81.25 | 82.1429 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.4096 | 0.468 | 0.3689 | 0.3142 | 0.3502 | 0.2881 |
Largest Winning Trade | 25684 | 25684 | 21180 | 30962 | 30768 | 30962 |
Largest Losing Trade | -80279 | -41512 | -80279 | -107415 | -90540 | -107415 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 9 | 12 | 6 | 9 | 12 | 6 |
Avg Bars in Losers | 66 | 73 | 59 | 66 | 73 | 59 |
Bars Traded | 2274 | 1308 | 966 | 2274 | 1308 | 966 |
Profit Streak | 18.8502 | 91.3502 | 18.8502 | 18.8502 | 91.3502 | 18.8502 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535656 | -188331 | -256006 | -69088 | -271017 | -344571 |
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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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