Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388038.836 | 155109.7896 | 232929.0464 | 405026.0492 | 2159.279 | 402866.7702 |
Total P&L (%) | 388.0388 | 155.1098 | 232.929 | 405.026 | 2.1593 | 402.8668 |
Avg Daily Profit (%) | 0.2326 | 0.093 | 0.1396 | 0.0971 | 0.0013 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165395 | -157706 | -43118 | -228145 | -239163 | -46010 |
Profit Factor | 1.9946 | 1.5436 | 3.2218 | 1.7012 | 1.0044 | 5.6255 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 80.8989 | 77.2727 | 84.4444 | 80.8989 | 77.2727 | 84.4444 |
Ratio Avg Win / Avg Loss | 0.4709 | 0.454 | 0.5935 | 0.4017 | 0.2954 | 1.0363 |
Largest Winning Trade | 119821 | 119821 | 50524 | 59307 | 58942 | 59307 |
Largest Losing Trade | -66480 | -66480 | -43118 | -181111 | -181111 | -46010 |
Avg Bars in Trades | 33 | 43 | 23 | 33 | 43 | 23 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 105 | 135 | 62 | 105 | 135 | 62 |
Bars Traded | 3005 | 1933 | 1072 | 3005 | 1933 | 1072 |
Profit Streak | 61.3758 | 61.3758 | 327.3758 | 61.3758 | 61.3758 | 327.3758 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532587 | -64794 | 103142 | -57001 | -570075 | -50377 |
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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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