Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307273.6332 | 171565.9187 | 135707.7145 | 477715.9755 | 154644.0204 | 323071.9551 |
Total P&L (%) | 307.2736 | 171.5659 | 135.7077 | 477.716 | 154.644 | 323.072 |
Avg Daily Profit (%) | 0.59 | 0.3294 | 0.2606 | 0.3373 | 0.1796 | 0.2773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94853 | -109896 | -13227 | -158241 | -185524 | -16124 |
Profit Factor | 1.9318 | 1.6143 | 3.6893 | 1.7915 | 1.29 | 5.5948 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 66.6667 | 65.3846 | 67.9245 | 66.6667 | 65.3846 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.9659 | 0.8546 | 1.7422 | 0.8958 | 0.6829 | 2.642 |
Largest Winning Trade | 115338 | 115338 | 22821 | 132849 | 132849 | 69150 |
Largest Losing Trade | -56541 | -56541 | -11834 | -105531 | -105531 | -16124 |
Avg Bars in Trades | 233 | 415 | 56 | 233 | 415 | 56 |
Avg Bars in Winners | 129 | 215 | 48 | 129 | 215 | 48 |
Avg Bars in Losers | 443 | 793 | 72 | 443 | 793 | 72 |
Bars Traded | 24563 | 21592 | 2971 | 24563 | 21592 | 2971 |
Profit Streak | 5.479 | 0 | 44.1248 | 5.479 | 0 | 44.1248 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519227 | -169624 | -161907 | 431740 | -172826 | -160366 |
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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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