Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302749.8026 | 106811.3264 | 195938.4762 | 466823.5025 | 235924.0569 | 230899.4455 |
Total P&L (%) | 302.7498 | 106.8113 | 195.9385 | 466.8235 | 235.9241 | 230.8994 |
Avg Daily Profit (%) | 0.2963 | 0.1045 | 0.1918 | 0.17 | 0.1187 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68037 | -65010 | -63856 | -562453 | -342049 | -460853 |
Profit Factor | 1.7376 | 1.5396 | 1.9222 | 1.2784 | 1.3134 | 1.2498 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 62.3529 | 57.1429 | 67.4419 | 62.3529 | 57.1429 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.0491 | 1.1547 | 0.9279 | 0.7718 | 0.9851 | 0.6034 |
Largest Winning Trade | 40603 | 37341 | 40603 | 236946 | 236946 | 147588 |
Largest Losing Trade | -49735 | -40224 | -49735 | -353266 | -241798 | -353266 |
Avg Bars in Trades | 32 | 20 | 43 | 32 | 20 | 43 |
Avg Bars in Winners | 35 | 16 | 50 | 35 | 16 | 50 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 2739 | 865 | 1874 | 2739 | 865 | 1874 |
Profit Streak | 55.9207 | 111.5874 | 55.9207 | 55.9207 | 111.5874 | 55.9207 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511082 | -49190 | 421798 | 331876 | -33404 | -35142 |
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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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