Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309767.3046 | 191533.1614 | 118234.1432 | 340785.469 | 125934.3597 | 214851.1093 |
Total P&L (%) | 309.7673 | 191.5332 | 118.2341 | 340.7855 | 125.9344 | 214.8511 |
Avg Daily Profit (%) | 0.2528 | 0.1563 | 0.0965 | 0.1211 | 0.0665 | 0.0936 |
Buy And Hold Return (%) | 37.4046 | 37.4046 | 37.4046 | 37.4046 | 37.4046 | 37.4046 |
Max Trade Drawdown | -57631 | -60873 | -63407 | -189730 | -219749 | -129341 |
Profit Factor | 1.6357 | 1.7729 | 1.4938 | 1.3337 | 1.2185 | 1.483 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 70.297 | 74.5098 | 66 | 70.297 | 74.5098 | 66 |
Ratio Avg Win / Avg Loss | 0.6912 | 0.6065 | 0.7695 | 0.5635 | 0.4169 | 0.764 |
Largest Winning Trade | 29124 | 29124 | 21399 | 45737 | 45022 | 45737 |
Largest Losing Trade | -57631 | -55369 | -57631 | -189730 | -189730 | -94036 |
Avg Bars in Trades | 34 | 40 | 27 | 34 | 40 | 27 |
Avg Bars in Winners | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Losers | 60 | 88 | 40 | 60 | 88 | 40 |
Bars Traded | 3474 | 2083 | 1391 | 3474 | 2083 | 1391 |
Profit Streak | 54.8358 | 168.8358 | 54.8358 | 54.8358 | 168.8358 | 54.8358 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471561 | -168774 | -244237 | -27964 | -284304 | -245967 |
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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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