Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342684.6352 | 224461.5564 | 118223.0787 | 231693.5095 | 149601.8353 | 82091.6742 |
Total P&L (%) | 342.6846 | 224.4616 | 118.2231 | 231.6935 | 149.6018 | 82.0917 |
Avg Daily Profit (%) | 0.1817 | 0.119 | 0.0627 | 0.0636 | 0.0485 | 0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94650 | -40988 | -69216 | -115940 | -51483 | -102432 |
Profit Factor | 1.6025 | 2.1313 | 1.3192 | 1.2793 | 1.5196 | 1.1515 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 57.6577 | 52.7273 | 62.5 | 57.6577 | 52.7273 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1769 | 1.9109 | 0.7915 | 0.9395 | 1.3624 | 0.6909 |
Largest Winning Trade | 66437 | 66066 | 66437 | 81569 | 51218 | 81569 |
Largest Losing Trade | -69216 | -21784 | -69216 | -75294 | -37698 | -75294 |
Avg Bars in Trades | 49 | 41 | 56 | 49 | 41 | 56 |
Avg Bars in Winners | 52 | 42 | 59 | 52 | 42 | 59 |
Avg Bars in Losers | 44 | 39 | 51 | 44 | 39 | 51 |
Bars Traded | 5446 | 2275 | 3171 | 5446 | 2275 | 3171 |
Profit Streak | 54.9341 | 54.9341 | 81.9341 | 54.9341 | 54.9341 | 81.9341 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434830 | -209179 | -288149 | -107014 | -305826 | -383393 |
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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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