Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289084.2247 | 26296.0454 | 262788.1793 | 74598.2949 | 6359.197 | 68239.0979 |
Total P&L (%) | 289.0842 | 26.296 | 262.7882 | 74.5983 | 6.3592 | 68.2391 |
Avg Daily Profit (%) | 0.1897 | 0.0173 | 0.1725 | 0.0366 | 0.004 | 0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119235 | -39553 | -106409 | -1084259 | -260219 | -988278 |
Profit Factor | 1.8066 | 1.267 | 2.011 | 1.0323 | 1.0155 | 1.0359 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 72.7273 | 63.6364 | 81.8182 | 72.7273 | 63.6364 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.6775 | 0.724 | 0.4469 | 0.3871 | 0.5803 | 0.2302 |
Largest Winning Trade | 52998 | 15298 | 52998 | 366916 | 66814 | 366916 |
Largest Losing Trade | -76293 | -16811 | -76293 | -675335 | -121759 | -675335 |
Avg Bars in Trades | 100 | 23 | 178 | 100 | 23 | 178 |
Avg Bars in Winners | 95 | 18 | 156 | 95 | 18 | 156 |
Avg Bars in Losers | 112 | 31 | 274 | 112 | 31 | 274 |
Bars Traded | 8847 | 1014 | 7833 | 8847 | 1014 | 7833 |
Profit Streak | 203.6502 | 203.6502 | 288.8169 | 203.6502 | 203.6502 | 288.8169 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471739 | -171555 | 504339 | -325808 | -554888 | -324526 |
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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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