Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321338.2659 | 121967.9543 | 199370.3116 | 505996.402 | 69748.7264 | 436247.6756 |
Total P&L (%) | 321.3383 | 121.968 | 199.3703 | 505.9964 | 69.7487 | 436.2477 |
Avg Daily Profit (%) | 0.1942 | 0.0737 | 0.1205 | 0.1089 | 0.032 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84373 | -84373 | -22803 | -337664 | -357027 | -73002 |
Profit Factor | 2.7828 | 1.8567 | 6.2645 | 1.8399 | 1.1422 | 4.892 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 11 | 7 | 4 | 11 | 7 | 4 |
Profitability (%) | 86.747 | 82.9268 | 90.4762 | 86.747 | 82.9268 | 90.4762 |
Ratio Avg Win / Avg Loss | 0.4251 | 0.3823 | 0.6594 | 0.2811 | 0.2352 | 0.5149 |
Largest Winning Trade | 20659 | 20659 | 20090 | 64427 | 64427 | 43131 |
Largest Losing Trade | -84373 | -84373 | -22803 | -337664 | -337664 | -73002 |
Avg Bars in Trades | 30 | 45 | 16 | 30 | 45 | 16 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 166 | 212 | 85 | 166 | 212 | 85 |
Bars Traded | 2547 | 1863 | 684 | 2547 | 1863 | 684 |
Profit Streak | 315.7414 | 315.7414 | 341.2414 | 315.7414 | 315.7414 | 341.2414 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542806 | -88242 | -19803 | -41470 | -210356 | -45866 |
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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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