Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283218.8441 | 32747.3412 | 250471.5029 | 405636.6108 | 20271.359 | 385365.2518 |
Total P&L (%) | 283.2188 | 32.7473 | 250.4715 | 405.6366 | 20.2714 | 385.3653 |
Avg Daily Profit (%) | 0.2172 | 0.0251 | 0.1921 | 0.1244 | 0.0142 | 0.1212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74026 | -45970 | -68892 | -258387 | -141011 | -239567 |
Profit Factor | 1.8309 | 1.2443 | 2.2111 | 1.423 | 1.0627 | 1.6064 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 27 | 20 | 7 | 27 | 20 | 7 |
Profitability (%) | 80.4348 | 71.0145 | 89.8551 | 80.4348 | 71.0145 | 89.8551 |
Ratio Avg Win / Avg Loss | 0.4453 | 0.5079 | 0.2496 | 0.3461 | 0.4337 | 0.1814 |
Largest Winning Trade | 26506 | 20256 | 26506 | 104985 | 26626 | 104985 |
Largest Losing Trade | -68892 | -21060 | -68892 | -239567 | -50894 | -239567 |
Avg Bars in Trades | 36 | 7 | 64 | 36 | 7 | 64 |
Avg Bars in Winners | 21 | 3 | 35 | 21 | 3 | 35 |
Avg Bars in Losers | 96 | 17 | 322 | 96 | 17 | 322 |
Bars Traded | 5000 | 527 | 4473 | 5000 | 527 | 4473 |
Profit Streak | 111.2016 | 221.2016 | 111.2016 | 111.2016 | 221.2016 | 111.2016 |
Trades During Streak | 10 | 10 | 5 | 10 | 10 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527396 | -261262 | -86423 | -21638 | -431035 | -126325 |
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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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