Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262819.7489 | 154708.5916 | 108111.1573 | 124327.619 | 98690.373 | 25637.246 |
Total P&L (%) | 262.8197 | 154.7086 | 108.1112 | 124.3276 | 98.6904 | 25.6372 |
Avg Daily Profit (%) | 0.2102 | 0.1237 | 0.0865 | 0.0646 | 0.0549 | 0.0183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107795 | -40283 | -86980 | -267983 | -103300 | -205793 |
Profit Factor | 1.7677 | 2.1091 | 1.5329 | 1.1906 | 1.3642 | 1.0672 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 81.9048 | 79.2453 | 84.6154 | 81.9048 | 79.2453 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.3905 | 0.5524 | 0.2787 | 0.263 | 0.3573 | 0.194 |
Largest Winning Trade | 21180 | 19530 | 21180 | 26405 | 24059 | 26405 |
Largest Losing Trade | -86980 | -35767 | -86980 | -205793 | -93873 | -205793 |
Avg Bars in Trades | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 122 | 129 | 113 | 122 | 129 | 113 |
Bars Traded | 3420 | 1970 | 1450 | 3420 | 1970 | 1450 |
Profit Streak | 18.5537 | 91.5537 | 18.5537 | 18.5537 | 91.5537 | 18.5537 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521486 | -201371 | -252052 | -112998 | -295538 | -494599 |
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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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