Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276941.8877 | 246980.7764 | 29961.1112 | 429479.4943 | 271717.4628 | 157762.0314 |
Total P&L (%) | 276.9419 | 246.9808 | 29.9611 | 429.4795 | 271.7175 | 157.762 |
Avg Daily Profit (%) | 0.1537 | 0.137 | 0.0166 | 0.0925 | 0.0729 | 0.0525 |
Buy And Hold Return (%) | 124.1737 | 124.1737 | 124.1737 | 124.1737 | 124.1737 | 124.1737 |
Max Trade Drawdown | -67262 | -65511 | -11068 | -694021 | -736252 | -50836 |
Profit Factor | 1.926 | 1.9878 | 1.6109 | 1.2919 | 1.2 | 2.399 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 78.5047 | 81.1321 | 75.9259 | 78.5047 | 81.1321 | 75.9259 |
Ratio Avg Win / Avg Loss | 0.5274 | 0.4623 | 0.5108 | 0.3537 | 0.2791 | 0.7607 |
Largest Winning Trade | 54018 | 54018 | 5885 | 376373 | 376373 | 36136 |
Largest Losing Trade | -51466 | -51466 | -14015 | -570900 | -570900 | -43188 |
Avg Bars in Trades | 93 | 185 | 3 | 93 | 185 | 3 |
Avg Bars in Winners | 48 | 93 | 2 | 48 | 93 | 2 |
Avg Bars in Losers | 257 | 583 | 6 | 257 | 583 | 6 |
Bars Traded | 10033 | 9856 | 177 | 10033 | 9856 | 177 |
Profit Streak | 825.2044 | 826.2044 | 825.2044 | 825.2044 | 826.2044 | 825.2044 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302910 | -190769 | -511219 | -68120 | -278184 | -377644 |
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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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