Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295137.1339 | 61828.6812 | 233308.4527 | 549004.873 | 89182.4358 | 459822.4372 |
Total P&L (%) | 295.1371 | 61.8287 | 233.3085 | 549.0049 | 89.1824 | 459.8224 |
Avg Daily Profit (%) | 0.1978 | 0.0414 | 0.1563 | 0.1254 | 0.0427 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60001 | -59381 | -43357 | -169796 | -117442 | -123565 |
Profit Factor | 1.8233 | 1.3357 | 2.3383 | 1.6337 | 1.2023 | 2.0807 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 60.7477 | 60.3774 | 61.1111 | 60.7477 | 60.3774 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1781 | 0.8766 | 1.488 | 1.0556 | 0.789 | 1.3241 |
Largest Winning Trade | 60960 | 57337 | 60960 | 179023 | 78356 | 179023 |
Largest Losing Trade | -29026 | -17124 | -29026 | -118809 | -66434 | -118809 |
Avg Bars in Trades | 80 | 62 | 98 | 80 | 62 | 98 |
Avg Bars in Winners | 97 | 74 | 120 | 97 | 74 | 120 |
Avg Bars in Losers | 53 | 43 | 63 | 53 | 43 | 63 |
Bars Traded | 8614 | 3301 | 5313 | 8614 | 3301 | 5313 |
Profit Streak | 10.3493 | 14.6826 | 10.3493 | 10.3493 | 14.6826 | 10.3493 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475490 | -316693 | -166925 | -19944 | -315231 | -213493 |
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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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