Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210414.057 | 113238.2042 | 97175.8528 | 340226.7867 | 232174.4729 | 108052.3138 |
Total P&L (%) | 210.4141 | 113.2382 | 97.1759 | 340.2268 | 232.1745 | 108.0523 |
Avg Daily Profit (%) | 0.808 | 0.4348 | 0.3732 | 0.5707 | 0.462 | 0.2817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37353 | -8053 | -33132 | -51249 | -10261 | -45948 |
Profit Factor | 3.1809 | 8.9256 | 2.1823 | 3.6157 | 13.6394 | 1.9673 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 59.2593 | 51.2195 | 67.5 | 59.2593 | 51.2195 | 67.5 |
Ratio Avg Win / Avg Loss | 2.1869 | 8.5006 | 1.0507 | 2.4858 | 12.9899 | 0.9472 |
Largest Winning Trade | 113047 | 113047 | 65251 | 233593 | 233593 | 81591 |
Largest Losing Trade | -15834 | -2077 | -15834 | -22012 | -2209 | -22012 |
Avg Bars in Trades | 288 | 4 | 579 | 288 | 4 | 579 |
Avg Bars in Winners | 350 | 4 | 618 | 350 | 4 | 618 |
Avg Bars in Losers | 198 | 3 | 497 | 198 | 3 | 497 |
Bars Traded | 23339 | 170 | 23169 | 23339 | 170 | 23169 |
Profit Streak | 14.7956 | 14.7956 | 14.8998 | 14.7956 | 14.7956 | 14.8998 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 133686 | 651552 | 490696 | 88121 | 659926 | 387628 |
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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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