Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255554.7369 | 44875.6383 | 210679.0986 | 96023.2892 | 59034.984 | 36988.3052 |
Total P&L (%) | 255.5547 | 44.8756 | 210.6791 | 96.0233 | 59.035 | 36.9883 |
Avg Daily Profit (%) | 0.1528 | 0.0268 | 0.126 | 0.0403 | 0.0277 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93812 | -26849 | -85337 | -265227 | -36702 | -261421 |
Profit Factor | 1.8514 | 1.5737 | 1.9492 | 1.1766 | 1.6733 | 1.0811 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 75.7282 | 67.3077 | 84.3137 | 75.7282 | 67.3077 | 84.3137 |
Ratio Avg Win / Avg Loss | 0.5934 | 0.7644 | 0.3626 | 0.3771 | 0.8128 | 0.2011 |
Largest Winning Trade | 44354 | 18258 | 44354 | 43929 | 18258 | 43929 |
Largest Losing Trade | -85337 | -17130 | -85337 | -261421 | -33633 | -261421 |
Avg Bars in Trades | 92 | 5 | 181 | 92 | 5 | 181 |
Avg Bars in Winners | 55 | 3 | 97 | 55 | 3 | 97 |
Avg Bars in Losers | 208 | 9 | 632 | 208 | 9 | 632 |
Bars Traded | 9518 | 268 | 9250 | 9518 | 268 | 9250 |
Profit Streak | 110.7 | 110.7 | 134.2 | 110.7 | 110.7 | 134.2 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460746 | -335694 | -198680 | -162187 | -333118 | -477948 |
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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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