Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316783.817 | 205302.9303 | 111480.8867 | 728296.2233 | 433105.5863 | 295190.637 |
Total P&L (%) | 316.7838 | 205.3029 | 111.4809 | 728.2962 | 433.1056 | 295.1906 |
Avg Daily Profit (%) | 0.2537 | 0.1644 | 0.0893 | 0.1695 | 0.1341 | 0.1101 |
Buy And Hold Return (%) | 70.4986 | 70.4986 | 70.4986 | 70.4986 | 70.4986 | 70.4986 |
Max Trade Drawdown | -75538 | -40270 | -65798 | -199796 | -199796 | -123232 |
Profit Factor | 1.9209 | 2.5031 | 1.5375 | 1.8678 | 2.1291 | 1.6478 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 78.8991 | 75.9259 | 81.8182 | 78.8991 | 75.9259 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.5137 | 0.7937 | 0.3417 | 0.4995 | 0.6751 | 0.3662 |
Largest Winning Trade | 21696 | 18553 | 21696 | 103836 | 103836 | 81864 |
Largest Losing Trade | -48867 | -40270 | -48867 | -199796 | -199796 | -106921 |
Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Winners | 12 | 15 | 10 | 12 | 15 | 10 |
Avg Bars in Losers | 105 | 119 | 88 | 105 | 119 | 88 |
Bars Traded | 3528 | 2182 | 1347 | 3528 | 2182 | 1347 |
Profit Streak | 23.5801 | 152.9135 | 23.5801 | 23.5801 | 152.9135 | 23.5801 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467511 | -169101 | -258256 | 517113 | -188506 | -222378 |
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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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