Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298849.0861 | 59379.6058 | 239469.4803 | 502508.2982 | 157156.1211 | 345352.1771 |
Total P&L (%) | 298.8491 | 59.3796 | 239.4695 | 502.5083 | 157.1561 | 345.3522 |
Avg Daily Profit (%) | 0.2882 | 0.0573 | 0.2309 | 0.1733 | 0.0911 | 0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70118 | -75433 | -22714 | -149060 | -165261 | -39938 |
Profit Factor | 2.0281 | 1.2561 | 5.0735 | 2.1662 | 1.4582 | 4.9267 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 85.1852 | 80.4878 | 90 | 85.1852 | 80.4878 | 90 |
Ratio Avg Win / Avg Loss | 0.3527 | 0.3045 | 0.5637 | 0.3767 | 0.3535 | 0.5474 |
Largest Winning Trade | 20405 | 20405 | 17110 | 102110 | 102110 | 49463 |
Largest Losing Trade | -70118 | -70118 | -22714 | -149060 | -149060 | -39938 |
Avg Bars in Trades | 47 | 69 | 25 | 47 | 69 | 25 |
Avg Bars in Winners | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Losers | 205 | 262 | 92 | 205 | 262 | 92 |
Bars Traded | 3862 | 2854 | 1008 | 3862 | 2854 | 1008 |
Profit Streak | 84.0428 | 84.0428 | 296.5428 | 84.0428 | 84.0428 | 296.5428 |
Trades During Streak | 20 | 10 | 14 | 20 | 10 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -367 | -113405 | 708601 | -666 | -66312 | 398738 |
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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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