Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354597.0405 | 58936.7261 | 295660.3143 | 2283728.2669 | 344808.6149 | 1938919.652 |
Total P&L (%) | 354.597 | 58.9367 | 295.6603 | 2283.7283 | 344.8086 | 1938.9197 |
Avg Daily Profit (%) | 0.3403 | 0.0566 | 0.2837 | 0.3048 | 0.1433 | 0.2898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35042 | -18291 | -31610 | -203525 | -203525 | -63737 |
Profit Factor | 4.7013 | 1.9772 | 9.33 | 6.1045 | 1.9388 | 25.1999 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 11 | 9 | 2 | 11 | 9 | 2 |
Profitability (%) | 86.4198 | 78.0488 | 95 | 86.4198 | 78.0488 | 95 |
Ratio Avg Win / Avg Loss | 0.7388 | 0.5561 | 0.4911 | 0.9593 | 0.5453 | 1.3263 |
Largest Winning Trade | 39607 | 15268 | 39607 | 442179 | 147879 | 442179 |
Largest Losing Trade | -31610 | -18291 | -31610 | -203525 | -203525 | -63737 |
Avg Bars in Trades | 41 | 7 | 76 | 41 | 7 | 76 |
Avg Bars in Winners | 29 | 4 | 51 | 29 | 4 | 51 |
Avg Bars in Losers | 114 | 18 | 549 | 114 | 18 | 549 |
Bars Traded | 3341 | 296 | 3045 | 3341 | 296 | 3045 |
Profit Streak | 183.7507 | 183.7507 | 292.2507 | 183.7507 | 183.7507 | 292.2507 |
Trades During Streak | 4 | 2 | 12 | 4 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 126574 | -112229 | 755731 | 164937 | 148729 | 832584 |
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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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