Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514804.0705 | 223880.0322 | 290924.0383 | 1665242.2163 | 813372.7498 | 851869.4665 |
Total P&L (%) | 514.8041 | 223.88 | 290.924 | 1665.2422 | 813.3728 | 851.8695 |
Avg Daily Profit (%) | 0.308 | 0.1339 | 0.1741 | 0.1719 | 0.1324 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100660 | -48553 | -79522 | -798328 | -322632 | -566992 |
Profit Factor | 1.8898 | 1.7967 | 1.9778 | 1.589 | 1.6071 | 1.5726 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5748 | 1.4972 | 1.6482 | 1.3241 | 1.3392 | 1.3105 |
Largest Winning Trade | 68021 | 68021 | 61116 | 482807 | 482807 | 305580 |
Largest Losing Trade | -59687 | -30082 | -59687 | -389464 | -168031 | -389464 |
Avg Bars in Trades | 29 | 16 | 42 | 29 | 16 | 42 |
Avg Bars in Winners | 32 | 12 | 52 | 32 | 12 | 52 |
Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
Bars Traded | 3249 | 920 | 2329 | 3249 | 920 | 2329 |
Profit Streak | 79.6522 | 79.6522 | 91.1522 | 79.6522 | 79.6522 | 91.1522 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544421 | -190148 | -167349 | 439983 | -192121 | -189286 |
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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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