Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392062.9079 | 67893.8845 | 324169.0234 | 3011691.7779 | 673289.9491 | 2338401.8288 |
Total P&L (%) | 392.0629 | 67.8939 | 324.169 | 3011.6918 | 673.2899 | 2338.4018 |
Avg Daily Profit (%) | 0.236 | 0.0409 | 0.1952 | 0.2072 | 0.1232 | 0.1925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44954 | -44954 | -17296 | -311404 | -311404 | -85612 |
Profit Factor | 4.1522 | 1.6385 | 18.9711 | 5.817 | 2.2592 | 26.8273 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 17 | 13 | 4 | 17 | 13 | 4 |
Profitability (%) | 82.4742 | 73.4694 | 91.6667 | 82.4742 | 73.4694 | 91.6667 |
Ratio Avg Win / Avg Loss | 0.8824 | 0.5917 | 1.7246 | 1.2361 | 0.8158 | 2.4388 |
Largest Winning Trade | 28317 | 18237 | 28317 | 505342 | 165816 | 505342 |
Largest Losing Trade | -44954 | -44954 | -17296 | -311404 | -311404 | -85612 |
Avg Bars in Trades | 27 | 15 | 40 | 27 | 15 | 40 |
Avg Bars in Winners | 19 | 4 | 32 | 19 | 4 | 32 |
Avg Bars in Losers | 65 | 45 | 129 | 65 | 45 | 129 |
Bars Traded | 2686 | 749 | 1937 | 2686 | 749 | 1937 |
Profit Streak | 103.5008 | 104.0008 | 103.5008 | 103.5008 | 104.0008 | 103.5008 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 676018 | -133311 | 812707 | 786089 | -21758 | 826879 |
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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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