Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442215.6602 | 248814.4949 | 193401.1653 | 599419.4198 | 10026.2897 | 589393.1301 |
Total P&L (%) | 442.2157 | 248.8145 | 193.4012 | 599.4194 | 10.0263 | 589.3931 |
Avg Daily Profit (%) | 0.2658 | 0.1496 | 0.1163 | 0.117 | 0.0057 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92633 | -92633 | -15020 | -868994 | -891883 | -55106 |
Profit Factor | 3.3118 | 2.498 | 8.677 | 1.5236 | 1.0093 | 9.2729 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 6 | 3 | 3 | 6 | 3 | 3 |
Profitability (%) | 90.7692 | 90.625 | 90.9091 | 90.7692 | 90.625 | 90.9091 |
Ratio Avg Win / Avg Loss | 0.3368 | 0.2584 | 0.8677 | 0.1549 | 0.1044 | 0.9273 |
Largest Winning Trade | 43834 | 43834 | 27702 | 184601 | 184601 | 118854 |
Largest Losing Trade | -92633 | -92633 | -14238 | -868994 | -868994 | -51289 |
Avg Bars in Trades | 37 | 71 | 4 | 37 | 71 | 4 |
Avg Bars in Winners | 12 | 21 | 4 | 12 | 21 | 4 |
Avg Bars in Losers | 284 | 556 | 13 | 284 | 556 | 13 |
Bars Traded | 2466 | 2303 | 163 | 2466 | 2303 | 163 |
Profit Streak | 312.2471 | 312.2471 | 567.7471 | 312.2471 | 312.2471 | 567.7471 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117938 | 520716 | -25486 | -166288 | -556172 | -25251 |
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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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