Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296798.2529 | 167264.3024 | 129533.9505 | 188947.6218 | 45391.6134 | 143556.0084 |
Total P&L (%) | 296.7983 | 167.2643 | 129.534 | 188.9476 | 45.3916 | 143.556 |
Avg Daily Profit (%) | 0.2872 | 0.1618 | 0.1253 | 0.1027 | 0.0362 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62295 | -75241 | -46912 | -146507 | -194760 | -81802 |
Profit Factor | 1.698 | 1.7019 | 1.6931 | 1.2548 | 1.0992 | 1.5051 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 69.4444 | 68.5185 | 70.3704 | 69.4444 | 68.5185 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.7471 | 0.7819 | 0.7129 | 0.5521 | 0.5051 | 0.6337 |
Largest Winning Trade | 53747 | 53747 | 25574 | 69971 | 69971 | 44332 |
Largest Losing Trade | -59113 | -59058 | -59113 | -114643 | -114643 | -77557 |
Avg Bars in Trades | 53 | 84 | 23 | 53 | 84 | 23 |
Avg Bars in Winners | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Losers | 107 | 190 | 18 | 107 | 190 | 18 |
Bars Traded | 5807 | 4559 | 1248 | 5807 | 4559 | 1248 |
Profit Streak | 63.1948 | 92.1948 | 63.1948 | 63.1948 | 92.1948 | 63.1948 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484090 | -168510 | -201011 | -53063 | -435536 | -253993 |
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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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