Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243798.5357 | 145982.0373 | 97816.4983 | 89366.2729 | 73702.0268 | 15664.246 |
Total P&L (%) | 243.7985 | 145.982 | 97.8165 | 89.3663 | 73.702 | 15.6642 |
Avg Daily Profit (%) | 0.1955 | 0.117 | 0.0784 | 0.0512 | 0.0443 | 0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106458 | -44365 | -86560 | -264760 | -110037 | -205723 |
Profit Factor | 1.678 | 1.9645 | 1.4697 | 1.1309 | 1.2492 | 1.0405 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 80.4878 | 75.8065 | 85.2459 | 80.4878 | 75.8065 | 85.2459 |
Ratio Avg Win / Avg Loss | 0.4068 | 0.627 | 0.2544 | 0.2742 | 0.3987 | 0.1801 |
Largest Winning Trade | 21180 | 19530 | 21180 | 26881 | 23891 | 26881 |
Largest Losing Trade | -86560 | -35767 | -86560 | -205723 | -93782 | -205723 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 99 | 98 | 100 | 99 | 98 | 100 |
Bars Traded | 3395 | 1966 | 1429 | 3395 | 1966 | 1429 |
Profit Streak | 15.1845 | 87.8511 | 15.1845 | 15.1845 | 87.8511 | 15.1845 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514419 | -185190 | -245209 | -196434 | -285047 | -521112 |
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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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