Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222540.4582 | 136876.9488 | 85663.5093 | 334257.5742 | 192911.9064 | 141345.6678 |
Total P&L (%) | 222.5405 | 136.8769 | 85.6635 | 334.2576 | 192.9119 | 141.3457 |
Avg Daily Profit (%) | 0.178 | 0.1095 | 0.0685 | 0.1175 | 0.086 | 0.0705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64412 | -41181 | -53425 | -92996 | -89539 | -71047 |
Profit Factor | 1.7617 | 2.0457 | 1.5312 | 1.7371 | 1.8741 | 1.6072 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 78.6517 | 75 | 82.2222 | 78.6517 | 75 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.4782 | 0.6819 | 0.3311 | 0.4715 | 0.6247 | 0.3475 |
Largest Winning Trade | 22739 | 22739 | 21180 | 54555 | 54555 | 30160 |
Largest Losing Trade | -40437 | -35294 | -40437 | -82268 | -82268 | -45647 |
Avg Bars in Trades | 26 | 33 | 19 | 26 | 33 | 19 |
Avg Bars in Winners | 8 | 10 | 7 | 8 | 10 | 7 |
Avg Bars in Losers | 90 | 103 | 73 | 90 | 103 | 73 |
Bars Traded | 2337 | 1476 | 861 | 2337 | 1476 | 861 |
Profit Streak | 17.8468 | 140.8468 | 17.8468 | 17.8468 | 140.8468 | 17.8468 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505071 | -40947 | -96086 | -29529 | -72597 | -93013 |
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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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