Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355586.8352 | 89051.891 | 266534.9442 | 542036.3417 | 411144.5552 | 130891.7865 |
Total P&L (%) | 355.5868 | 89.0519 | 266.5349 | 542.0363 | 411.1446 | 130.8918 |
Avg Daily Profit (%) | 0.2742 | 0.0687 | 0.2055 | 0.1435 | 0.1259 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96609 | -75864 | -67520 | -649619 | -198412 | -560055 |
Profit Factor | 1.6963 | 1.316 | 2.1646 | 1.3295 | 1.6233 | 1.1328 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 60.9524 | 53.8462 | 67.9245 | 60.9524 | 53.8462 | 67.9245 |
Ratio Avg Win / Avg Loss | 1.0867 | 1.128 | 1.0222 | 0.8517 | 1.3914 | 0.535 |
Largest Winning Trade | 57436 | 49915 | 57436 | 223989 | 223989 | 82601 |
Largest Losing Trade | -55935 | -36915 | -55935 | -462240 | -76698 | -462240 |
Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Winners | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Losers | 51 | 52 | 49 | 51 | 52 | 49 |
Bars Traded | 5012 | 2337 | 2675 | 5012 | 2337 | 2675 |
Profit Streak | 66.9128 | 66.9128 | 122.6628 | 66.9128 | 66.9128 | 122.6628 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487682 | -279646 | -165601 | 26170 | -201574 | -359081 |
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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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