Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300017.2257 | 43706.2654 | 256310.9603 | 537548.4984 | -23153.5232 | 560702.0216 |
Total P&L (%) | 300.0172 | 43.7063 | 256.311 | 537.5485 | -23.1535 | 560.702 |
Avg Daily Profit (%) | 0.203 | 0.0296 | 0.1734 | 0.1254 | -0.0178 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73846 | -47902 | -79505 | -492498 | -315456 | -445604 |
Profit Factor | 2.1009 | 1.3362 | 2.7987 | 1.4412 | 0.9596 | 1.8688 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 18 | 14 | 4 | 18 | 14 | 4 |
Profitability (%) | 82.8571 | 73.5849 | 92.3077 | 82.8571 | 73.5849 | 92.3077 |
Ratio Avg Win / Avg Loss | 0.4347 | 0.4796 | 0.2332 | 0.2982 | 0.3445 | 0.1557 |
Largest Winning Trade | 25642 | 18086 | 25642 | 134400 | 69350 | 134400 |
Largest Losing Trade | -68680 | -47902 | -68680 | -400409 | -315456 | -400409 |
Avg Bars in Trades | 37 | 14 | 60 | 37 | 14 | 60 |
Avg Bars in Winners | 17 | 4 | 27 | 17 | 4 | 27 |
Avg Bars in Losers | 132 | 40 | 454 | 132 | 40 | 454 |
Bars Traded | 3892 | 760 | 3132 | 3892 | 760 | 3132 |
Profit Streak | 194.3588 | 194.3588 | 241.6921 | 194.3588 | 194.3588 | 241.6921 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540931 | -331993 | -163541 | -19728 | -756138 | -194678 |
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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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